+361.9%
MS vs MELI
+6,983.2%
-6,621.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -1.6% | -7.1% | +5.5% | +0.9% |
| 30D | -3.8% | -19.4% | +15.6% | +3.4% |
| 3M | -14.6% | -17.5% | +2.9% | -9.7% |
| 6M | -5.1% | -18.0% | +12.9% | -0.4% |
| YTD | +4.5% | -25.0% | +29.6% | +12.4% |
| 1Y | +13.5% | -29.1% | +42.6% | +24.1% |
| 3Y | +160.4% | +9.8% | +150.6% | +131.6% |
| 5Y | +112.9% | -7.3% | +120.2% | +77.9% |
| 10Y | +633.4% | +807.8% | -174.3% | +86.1% |
| All | +361.9% | +6,983.2% | -6,621.3% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 all: compounded portfolio wealth divided by compounded MELI 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…
all analysis · Full analysis span regression · 6 months rolling