+2,331.3%
MSFT vs MELI
+8,935.8%
-6,604.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.6% |
| 7D | -1.4% | -1.9% | +0.5% | -1.0% |
| 30D | -1.0% | +5.8% | -6.8% | -2.4% |
| 3M | +20.2% | +19.5% | +0.7% | +15.2% |
| 6M | +21.3% | +7.7% | +13.5% | +18.6% |
| YTD | +2.8% | -4.4% | +7.2% | +2.8% |
| 1Y | 0.0% | -17.9% | +17.9% | +2.8% |
| 3Y | +51.2% | +34.9% | +16.4% | +35.7% |
| 5Y | +71.4% | +1.1% | +70.4% | +53.8% |
| 10Y | +868.6% | +955.8% | -87.2% | +404.9% |
| All | +2,331.3% | +8,935.8% | -6,604.5% | +597.3% |
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