-71.2%
GRAB vs MCO
+28.6%
-99.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.4% |
| 7D | -10.8% | -3.8% | -7.1% | -8.8% |
| 30D | -15.5% | -0.4% | -15.1% | -15.4% |
| 3M | -9.0% | +7.7% | -16.7% | -13.0% |
| 6M | -21.6% | +7.0% | -28.6% | -25.0% |
| YTD | -38.9% | -6.4% | -32.5% | -37.4% |
| 1Y | -44.8% | -7.6% | -37.2% | -43.5% |
| 3Y | -18.4% | +43.2% | -61.7% | -39.7% |
| All | -71.2% | +28.6% | -99.8% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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