-74.4%
GRAB vs MOD
+1,560.4%
-1,634.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.1% | -6.0% |
| 7D | -13.9% | +3.6% | -17.5% | -14.3% |
| 30D | -17.2% | -2.6% | -14.5% | -17.0% |
| 3M | -7.9% | -33.1% | +25.3% | -3.2% |
| 6M | -23.2% | -7.5% | -15.7% | -23.9% |
| YTD | -39.1% | +39.3% | -78.4% | -43.9% |
| 1Y | -42.5% | +34.3% | -76.8% | -47.1% |
| 3Y | -18.3% | +296.2% | -314.5% | -43.9% |
| 5Y | -71.7% | +1,504.6% | -1,576.3% | -86.2% |
| All | -74.4% | +1,560.4% | -1,634.9% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling