0.0%
GRAB vs MAS
+60.2%
-60.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.9% | -1.8% | +0.9% | -0.5% |
| 30D | +5.7% | +23.6% | -17.9% | +0.7% |
| 3M | -11.0% | +12.4% | -23.4% | -13.5% |
| 6M | -8.8% | +21.9% | -30.6% | -12.9% |
| YTD | -33.3% | +36.1% | -69.4% | -37.8% |
| 1Y | -43.4% | +39.5% | -82.9% | -47.4% |
| All | 0.0% | +60.2% | -60.2% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling