-20.7%
MELI vs TOST
-47.1%
+26.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.5% |
| 7D | -10.3% | +3.0% | -13.3% | -11.3% |
| 30D | -21.1% | +10.3% | -31.4% | -24.2% |
| 3M | -18.3% | -3.3% | -15.0% | -17.5% |
| 6M | -8.7% | +37.8% | -46.5% | -20.3% |
| YTD | -26.0% | -2.8% | -23.2% | -26.8% |
| 1Y | -28.8% | -9.6% | -19.2% | -27.7% |
| 3Y | +8.4% | +144.6% | -136.2% | -35.3% |
| 5Y | -6.4% | -31.0% | +24.6% | -26.5% |
| All | -20.7% | -47.1% | +26.4% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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