-69.7%
GRAB vs MOD
+1,517.7%
-1,587.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.8% | -4.8% |
| 7D | -6.1% | +6.3% | -12.4% | -6.9% |
| 30D | -11.2% | -1.7% | -9.5% | -11.1% |
| 3M | -2.4% | -30.1% | +27.7% | +1.8% |
| 6M | -18.3% | +2.7% | -21.0% | -20.4% |
| YTD | -34.9% | +44.1% | -78.9% | -40.3% |
| 1Y | -37.4% | +38.7% | -76.1% | -42.6% |
| 3Y | -12.6% | +309.8% | -322.4% | -40.9% |
| 5Y | -69.7% | +1,569.7% | -1,639.4% | -85.6% |
| All | -69.7% | +1,517.7% | -1,587.5% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling