-38.3%
GRAB vs MGY
+10.4%
-48.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +2.9% | +3.8% |
| 7D | +26.1% | -10.3% | +36.4% | +21.2% |
| 30D | +13.4% | -1.8% | +15.1% | +12.7% |
| 3M | -7.0% | -0.1% | -6.8% | -6.2% |
| 6M | -5.4% | -22.8% | +17.3% | -11.1% |
| YTD | -30.3% | +9.5% | -39.8% | -33.0% |
| 1Y | -38.3% | +12.6% | -50.9% | -41.9% |
| All | -38.3% | +10.4% | -48.7% | -41.9% |
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