-78.3%
GRAB vs MAS
+39.9%
-118.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.0% | +3.0% | -8.0% | -6.0% |
| 30D | +11.3% | +22.4% | -11.1% | +3.5% |
| 3M | -12.4% | +14.5% | -26.9% | -16.7% |
| 6M | -10.7% | +27.1% | -37.9% | -18.6% |
| YTD | -35.1% | +35.8% | -70.8% | -42.8% |
| 1Y | -41.5% | +39.4% | -80.9% | -49.0% |
| 3Y | -2.7% | +60.3% | -63.0% | -26.1% |
| All | -78.3% | +39.9% | -118.2% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling