Very simple. The Bible tells us what the Messiah will do. If we read the clearly Messianic prophesies we see that the prophesies focus on 2 points: 1) World Peace (Because the focus of the OT is primarily on the Jews and on Israel, this idea is often expressed by describing the future peaceful conditions in Israel) 2) Recognition of God. Another subset of the prophesies focus on the Messiah himself(in both of the above contexts). Here is 1 of the prophesies:
Ezekiel 37
24 "My servant David shall be king over them; and they shall all have one shepherd. They shall follow my ordinances and be careful to observe my statutes.
25 They shall dwell in the land where your fathers dwelt that I gave to my servant Jacob; they and their children and their children's children shall dwell there for ever; and David my servant shall be their prince for ever.
26 I will make a covenant of peace with them; it shall be an everlasting covenant with them; and I will bless them and multiply them, and will set my sanctuary in the midst of them for evermore.
Note how in verse 24 it says that even in the Messianic era that they will follow the law.
Another Messianic prophesy is the famous quote "they shall beat their swords into plowshares", meaning there will be world peace. No one can say by any stretch of the imagination that these prophesies have come true. When these come true we will know that person is the true Messiah.

I would like to add another point about miracles and the Messiah. The OT doesn't say, anywhere that the Messiah will do miracles nor does it say anywhere that we will know someone is the Messiah because he did miracles. Why not? The answer is very simple. We know from the Bible how insignificant miracles are. When Moses went to Egypt, the magicians of Pharaoh were able to duplicate at least three of the ten miraculous plagues. When Aaron changed his staff into a snake, the Egyptians did so as well. Elisha the Prophet brought people back from the dead, was he the Messiah? Elijah brought down fire from heaven was he the Messiah? Daniel was thrown in the lion's pit and survived was he the Messiah? One does not even have to be a legitimate person to be able to perform miracles. Certainly, one need not be the Messiah to perform miracles. In fact, God himself specifically says
Deuteronomy 13
1 "If a prophet arises among you, or a dreamer of dreams, and gives you a sign or a wonder,
2 and the sign or wonder which he tells you comes to pass, and if he says, 'Let us go after other gods,' which you have not known, and let us serve them,'
3 you shall not listen to the words of that prophet or to that dreamer of dreams; for the LORD your God is testing you, to know whether you love the LORD your God with all your heart and with all your soul.
God specifically says that there will arise false prophets who WILL do miracles, yet, God says don't follow them.
The bottom line is, that the Messiah has nothing to do with miracles, the Messiah will be the descendent of David who brings World Peace and Knowledge of God, as that has not happened the Messiah has not come.