+24.2%
MELI vs OUST
-60.6%
+84.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -10.3% | +31.9% | -42.2% | -14.0% |
| 30D | -21.1% | -4.2% | -16.9% | -21.2% |
| 3M | -18.3% | -9.3% | -9.0% | -18.3% |
| 6M | -8.7% | +51.7% | -60.4% | -19.6% |
| YTD | -26.0% | +76.6% | -102.6% | -37.7% |
| 1Y | -28.8% | +48.9% | -77.7% | -38.6% |
| 3Y | +8.4% | +675.3% | -666.8% | -42.4% |
| 5Y | -6.4% | -44.0% | +37.6% | -17.8% |
| All | +24.2% | -60.6% | +84.8% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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