-32.3%
GRAB vs MGY
+15.5%
-47.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.4% |
| 7D | -5.3% | +2.1% | -7.4% | -4.7% |
| 30D | -8.6% | +13.8% | -22.4% | -5.5% |
| 3M | -1.2% | -4.3% | +3.1% | -0.9% |
| 6M | -16.6% | -5.1% | -11.5% | -17.1% |
| YTD | -31.5% | +24.8% | -56.3% | -33.5% |
| 1Y | -32.3% | +11.8% | -44.1% | -34.3% |
| All | -32.3% | +15.5% | -47.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling