+2.0%
GRAB vs MAGS
+187.7%
-185.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.8% | -6.7% |
| 7D | -13.9% | +0.8% | -14.7% | -14.4% |
| 30D | -17.2% | +0.4% | -17.6% | -17.4% |
| 3M | -7.9% | +5.6% | -13.5% | -10.8% |
| 6M | -23.2% | +12.3% | -35.5% | -28.3% |
| YTD | -39.1% | +5.1% | -44.2% | -41.0% |
| 1Y | -42.5% | +14.0% | -56.5% | -46.5% |
| 3Y | -18.3% | +129.4% | -147.7% | -42.8% |
| All | +2.0% | +187.7% | -185.7% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling