-77.9%
GRAB vs MOD
+832.8%
-910.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.9% | -9.0% | -0.3% |
| 7D | +20.3% | -13.9% | +34.2% | +21.7% |
| 30D | +7.8% | -41.5% | +49.4% | +14.9% |
| 3M | -6.0% | -45.7% | +39.7% | +0.8% |
| 6M | -7.5% | -61.1% | +53.6% | +2.7% |
| YTD | -31.1% | -20.5% | -10.6% | -32.2% |
| 1Y | -38.1% | -32.1% | -6.0% | -37.9% |
| 3Y | +4.6% | +146.5% | -141.9% | -25.1% |
| 5Y | -77.9% | +812.7% | -890.7% | -90.3% |
| All | -77.9% | +832.8% | -910.7% | -90.3% |
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