-10.2%
GRAB vs MAS
+29.0%
-39.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | -5.3% | -0.8% | -4.5% | -5.1% |
| 30D | -8.6% | -5.6% | -3.0% | -7.6% |
| 3M | -1.2% | +4.4% | -5.6% | -2.0% |
| 6M | -16.6% | +7.2% | -23.8% | -18.1% |
| YTD | -31.5% | +16.1% | -47.6% | -33.6% |
| 1Y | -32.3% | +0.1% | -32.4% | -32.8% |
| All | -10.2% | +29.0% | -39.3% | -16.4% |
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