-74.3%
GRAB vs MOH
-1.4%
-73.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.6% | +1.3% |
| 7D | -10.8% | +1.7% | -12.5% | -10.8% |
| 30D | -15.5% | -0.9% | -14.6% | -15.5% |
| 3M | -9.0% | +5.7% | -14.7% | -8.9% |
| 6M | -21.6% | +39.1% | -60.7% | -21.8% |
| YTD | -38.9% | +17.7% | -56.6% | -39.0% |
| 1Y | -44.8% | +8.4% | -53.2% | -44.9% |
| 3Y | -18.4% | -36.6% | +18.1% | -18.7% |
| 5Y | -71.6% | -19.1% | -52.5% | -72.7% |
| All | -74.3% | -1.4% | -73.0% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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