+2.3%
GRAB vs MAGS
+190.0%
-187.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.7% |
| 7D | -10.8% | +0.6% | -11.5% | -11.2% |
| 30D | -15.5% | +3.2% | -18.7% | -17.1% |
| 3M | -9.0% | +7.7% | -16.6% | -12.8% |
| 6M | -21.6% | +12.5% | -34.0% | -26.8% |
| YTD | -38.9% | +6.0% | -44.8% | -41.1% |
| 1Y | -44.8% | +14.4% | -59.2% | -48.8% |
| 3Y | -18.4% | +127.5% | -146.0% | -42.9% |
| All | +2.3% | +190.0% | -187.7% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling