+56.4%
MELI vs OUST
-62.6%
+119.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.1% |
| 7D | -6.5% | +4.0% | -10.5% | -7.0% |
| 30D | +2.8% | -14.0% | +16.8% | +4.6% |
| 3M | +14.3% | -5.9% | +20.2% | +11.3% |
| 6M | +6.0% | +76.4% | -70.3% | -9.1% |
| YTD | -6.8% | +67.5% | -74.3% | -20.2% |
| 1Y | -20.9% | +27.1% | -48.0% | -30.7% |
| 3Y | +31.4% | +619.0% | -587.7% | -29.4% |
| 5Y | -0.4% | -54.9% | +54.5% | -8.9% |
| All | +56.4% | -62.6% | +119.0% | +51.1% |
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