-42.5%
GRAB vs MOD
+34.0%
-76.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.1% | -6.1% |
| 7D | -13.9% | +3.6% | -17.5% | -14.2% |
| 30D | -17.2% | -2.6% | -14.5% | -17.0% |
| 3M | -7.9% | -33.1% | +25.3% | -4.4% |
| 6M | -23.2% | -7.5% | -15.7% | -24.5% |
| YTD | -39.1% | +39.3% | -78.4% | -43.8% |
| 1Y | -42.5% | +34.3% | -76.8% | -46.8% |
| All | -42.5% | +34.0% | -76.5% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling