+34.9%
MELI vs MTSI
+241.4%
-206.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.8% |
| 7D | -1.9% | +4.9% | -6.8% | -2.2% |
| 30D | +5.8% | -11.6% | +17.4% | +6.6% |
| 3M | +19.5% | -24.1% | +43.6% | +21.9% |
| 6M | +7.7% | +32.4% | -24.7% | +0.3% |
| YTD | -4.4% | +60.4% | -64.8% | -14.3% |
| 1Y | -17.9% | +111.0% | -128.9% | -30.3% |
| 3Y | +34.9% | +246.1% | -211.3% | -10.9% |
| All | +34.9% | +241.4% | -206.5% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling