-71.2%
GRAB vs MAS
+48.9%
-120.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | -5.3% | -0.8% | -4.5% | -5.0% |
| 30D | -8.6% | -5.6% | -3.0% | -6.7% |
| 3M | -1.2% | +4.4% | -5.6% | -3.1% |
| 6M | -16.6% | +7.2% | -23.8% | -19.5% |
| YTD | -31.5% | +16.1% | -47.6% | -36.1% |
| 1Y | -32.3% | +0.1% | -32.4% | -33.5% |
| 3Y | -10.7% | +28.3% | -39.0% | -25.2% |
| 5Y | -67.9% | +30.5% | -98.3% | -74.7% |
| All | -71.2% | +48.9% | -120.1% | -79.8% |
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 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