+1,491.4%
MELI vs MTSI
+1,208.2%
+283.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.9% | -1.4% |
| 7D | -13.1% | +7.2% | -20.3% | -15.2% |
| 30D | -20.1% | -18.4% | -1.7% | -16.6% |
| 3M | -22.1% | -16.7% | -5.4% | -20.6% |
| 6M | -2.9% | -31.7% | +28.8% | +1.8% |
| YTD | -24.9% | +45.9% | -70.8% | -39.6% |
| 1Y | -28.0% | +47.0% | -75.0% | -42.2% |
| 3Y | +10.0% | +224.1% | -214.1% | -36.9% |
| 5Y | -4.1% | +238.5% | -242.6% | -45.5% |
| 10Y | +872.7% | +512.7% | +360.0% | +309.8% |
| All | +1,491.4% | +1,208.2% | +283.2% | +502.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling