-71.2%
GRAB vs MOD
+1,638.0%
-1,709.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.6% |
| 7D | -5.3% | +9.6% | -14.9% | -6.5% |
| 30D | -8.6% | 0.0% | -8.6% | -8.7% |
| 3M | -1.2% | -35.4% | +34.2% | +4.4% |
| 6M | -16.6% | -7.3% | -9.3% | -17.5% |
| YTD | -31.5% | +45.8% | -77.3% | -37.3% |
| 1Y | -32.3% | +43.1% | -75.4% | -38.3% |
| 3Y | -10.7% | +297.7% | -308.4% | -38.6% |
| 5Y | -67.9% | +1,478.8% | -1,546.6% | -84.2% |
| All | -71.2% | +1,638.0% | -1,709.3% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling