-29.9%
MELI vs OUST
+46.4%
-76.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -2.2% |
| 7D | -3.6% | +19.9% | -23.5% | -4.7% |
| 30D | -21.4% | +3.6% | -25.0% | -21.8% |
| 3M | -19.3% | -20.6% | +1.3% | -19.0% |
| 6M | -6.6% | +35.1% | -41.6% | -13.1% |
| YTD | -26.8% | +69.1% | -95.9% | -35.1% |
| 1Y | -29.9% | +49.9% | -79.8% | -36.5% |
| All | -29.9% | +46.4% | -76.3% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling