-71.2%
GRAB vs MKTX
-60.5%
-10.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -10.8% | -0.2% | -10.6% | -10.8% |
| 30D | -15.5% | +0.7% | -16.2% | -15.7% |
| 3M | -9.0% | +40.8% | -49.7% | -17.8% |
| 6M | -21.6% | -8.0% | -13.6% | -20.2% |
| YTD | -38.9% | -8.7% | -30.1% | -37.8% |
| 1Y | -44.8% | -11.8% | -33.0% | -43.4% |
| 3Y | -18.4% | -24.0% | +5.6% | -17.1% |
| All | -71.2% | -60.5% | -10.7% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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