-74.4%
GRAB vs MOS
+32.7%
-107.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.3% |
| 7D | -13.9% | +1.7% | -15.5% | -14.1% |
| 30D | -17.2% | +11.7% | -28.8% | -18.7% |
| 3M | -7.9% | +23.2% | -31.0% | -11.2% |
| 6M | -23.2% | -1.6% | -21.6% | -23.7% |
| YTD | -39.1% | +10.8% | -49.9% | -40.8% |
| 1Y | -42.5% | -16.2% | -26.3% | -41.7% |
| 3Y | -18.3% | -24.2% | +5.9% | -17.4% |
| 5Y | -71.7% | -6.6% | -65.1% | -72.8% |
| All | -74.4% | +32.7% | -107.1% | -77.4% |
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