-20.9%
MELI vs MTSI
+119.6%
-140.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -2.4% |
| 7D | -6.5% | +11.1% | -17.6% | -5.9% |
| 30D | +2.8% | -3.7% | +6.5% | +2.8% |
| 3M | +14.3% | -20.2% | +34.6% | +14.4% |
| 6M | +6.0% | +30.8% | -24.8% | +2.2% |
| YTD | -6.8% | +67.0% | -73.9% | -10.9% |
| 1Y | -20.9% | +120.4% | -141.4% | -25.1% |
| All | -20.9% | +119.6% | -140.5% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling