-71.3%
GRAB vs MAS
+68.4%
-139.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | +25.8% | +2.0% | +23.9% | +24.9% |
| 30D | +10.7% | +19.4% | -8.7% | +3.8% |
| 3M | -7.1% | +9.4% | -16.5% | -10.2% |
| 6M | -9.5% | +15.3% | -24.9% | -14.6% |
| YTD | -31.7% | +31.3% | -63.0% | -39.1% |
| 1Y | -39.4% | +34.9% | -74.3% | -46.6% |
| 3Y | +8.6% | +58.6% | -50.0% | -16.8% |
| 5Y | -71.4% | +40.7% | -112.1% | -78.2% |
| All | -71.3% | +68.4% | -139.7% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling