-72.8%
GRAB vs MOS
+11.1%
-83.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -2.0% |
| 7D | -6.9% | -2.6% | -4.3% | -6.5% |
| 30D | +8.7% | +13.5% | -4.7% | +6.4% |
| 3M | -10.2% | -2.9% | -7.3% | -10.3% |
| 6M | -11.0% | -1.0% | -10.0% | -11.6% |
| YTD | -35.1% | -7.2% | -27.9% | -35.4% |
| 1Y | -44.0% | -11.4% | -32.6% | -44.0% |
| 3Y | -0.9% | -29.0% | +28.1% | +1.1% |
| 5Y | -80.2% | -34.0% | -46.2% | -80.0% |
| All | -72.8% | +11.1% | -83.8% | -75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling