-74.7%
GRAB vs MCO
+72.9%
-147.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | -12.0% | -7.3% | -4.7% | -8.4% |
| 30D | -19.5% | -1.7% | -17.8% | -18.8% |
| 3M | -8.0% | +3.9% | -11.9% | -10.1% |
| 6M | -22.2% | +3.8% | -26.0% | -24.2% |
| YTD | -39.7% | -7.9% | -31.8% | -37.8% |
| 1Y | -43.2% | -6.8% | -36.4% | -42.2% |
| 3Y | -19.1% | +40.9% | -60.0% | -37.4% |
| 5Y | -72.0% | +27.5% | -99.5% | -78.8% |
| All | -74.7% | +72.9% | -147.6% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling