+951.2%
MELI vs MTSI
+571.2%
+380.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -3.9% |
| 7D | -6.5% | +11.1% | -17.6% | -9.6% |
| 30D | +2.8% | -3.7% | +6.5% | +3.1% |
| 3M | +14.3% | -20.2% | +34.6% | +18.8% |
| 6M | +6.0% | +30.8% | -24.8% | -9.0% |
| YTD | -6.8% | +67.0% | -73.9% | -27.9% |
| 1Y | -20.9% | +120.4% | -141.4% | -45.4% |
| 3Y | +31.4% | +260.4% | -229.0% | -30.2% |
| 5Y | -0.4% | +356.3% | -356.6% | -51.0% |
| 10Y | +951.2% | +581.1% | +370.1% | +295.9% |
| All | +951.2% | +571.2% | +380.0% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling