-6.4%
MELI vs MTSI
+209.3%
-215.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.3% |
| 7D | -10.3% | -3.8% | -6.5% | -9.6% |
| 30D | -21.1% | -31.4% | +10.2% | -13.0% |
| 3M | -18.3% | -23.8% | +5.4% | -14.4% |
| 6M | -8.7% | -37.1% | +28.4% | -1.3% |
| YTD | -26.0% | +32.2% | -58.2% | -44.4% |
| 1Y | -28.8% | +26.9% | -55.7% | -45.5% |
| 3Y | +8.4% | +193.7% | -185.3% | -60.0% |
| 5Y | -6.4% | +218.0% | -224.5% | -71.5% |
| All | -6.4% | +209.3% | -215.7% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling