-32.3%
GRAB vs MOS
-17.5%
-14.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -5.3% | +9.5% | -14.8% | -6.3% |
| 30D | -8.6% | +10.4% | -19.0% | -9.7% |
| 3M | -1.2% | +12.9% | -14.0% | -2.8% |
| 6M | -16.6% | +1.2% | -17.8% | -17.6% |
| YTD | -31.5% | +9.3% | -40.8% | -33.8% |
| 1Y | -32.3% | -18.0% | -14.3% | -27.1% |
| All | -32.3% | -17.5% | -14.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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