-74.3%
GRAB vs MGY
+380.5%
-454.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -10.8% | +3.5% | -14.4% | -11.3% |
| 30D | -15.5% | +5.3% | -20.8% | -16.3% |
| 3M | -9.0% | +2.6% | -11.6% | -9.8% |
| 6M | -21.6% | -3.3% | -18.3% | -22.0% |
| YTD | -38.9% | +29.2% | -68.1% | -42.9% |
| 1Y | -44.8% | +18.0% | -62.9% | -47.5% |
| 3Y | -18.4% | +30.0% | -48.5% | -25.3% |
| 5Y | -71.6% | +92.7% | -164.3% | -75.1% |
| All | -74.3% | +380.5% | -454.8% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling