-71.2%
GRAB vs MGY
+88.8%
-160.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -10.8% | +3.5% | -14.4% | -11.4% |
| 30D | -15.5% | +5.3% | -20.8% | -16.5% |
| 3M | -9.0% | +2.6% | -11.6% | -10.0% |
| 6M | -21.6% | -3.3% | -18.3% | -22.0% |
| YTD | -38.9% | +29.2% | -68.1% | -43.8% |
| 1Y | -44.8% | +18.0% | -62.9% | -48.1% |
| 3Y | -18.4% | +30.0% | -48.5% | -27.1% |
| All | -71.2% | +88.8% | -160.0% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling