-71.8%
GRAB vs MAS
+74.4%
-146.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.2% |
| 7D | +7.4% | +3.6% | +3.8% | +6.0% |
| 30D | +5.0% | +23.8% | -18.8% | -2.8% |
| 3M | -8.7% | +14.4% | -23.1% | -13.1% |
| 6M | -9.9% | +19.7% | -29.7% | -16.2% |
| YTD | -32.9% | +36.0% | -68.8% | -40.9% |
| 1Y | -43.2% | +40.4% | -83.6% | -50.7% |
| 3Y | +2.4% | +58.9% | -56.5% | -21.1% |
| 5Y | -77.9% | +44.5% | -122.4% | -83.3% |
| All | -71.8% | +74.4% | -146.2% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling