-0.2%
MELI vs TOST
-50.3%
+50.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.6% |
| 7D | -6.5% | -4.7% | -1.8% | -4.7% |
| 30D | +2.8% | -9.1% | +11.9% | +6.6% |
| 3M | +14.3% | +29.8% | -15.5% | +2.7% |
| 6M | +6.0% | +10.0% | -4.0% | +1.3% |
| YTD | -6.8% | -8.6% | +1.8% | -5.3% |
| 1Y | -20.9% | -20.7% | -0.2% | -15.7% |
| 3Y | +31.4% | +55.7% | -24.3% | -4.5% |
| All | -0.2% | -50.3% | +50.1% | -16.7% |
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