-32.3%
GRAB vs MAGS
+15.9%
-48.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +1.2% |
| 7D | -5.3% | +0.5% | -5.8% | -5.8% |
| 30D | -8.6% | +1.5% | -10.0% | -9.9% |
| 3M | -1.2% | +0.5% | -1.6% | -2.0% |
| 6M | -16.6% | +11.6% | -28.2% | -25.0% |
| YTD | -31.5% | +5.3% | -36.7% | -34.5% |
| 1Y | -32.3% | +14.9% | -47.2% | -43.8% |
| All | -32.3% | +15.9% | -48.2% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling