+4.6%
GRAB vs MOS
-24.9%
+29.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.5% |
| 7D | +20.3% | +19.7% | +0.6% | +16.2% |
| 30D | +7.8% | +21.5% | -13.7% | +3.8% |
| 3M | -6.0% | -0.4% | -5.6% | -6.5% |
| 6M | -7.5% | +4.5% | -12.1% | -9.3% |
| YTD | -31.1% | -2.9% | -28.2% | -32.4% |
| 1Y | -38.1% | -7.7% | -30.4% | -38.7% |
| 3Y | +4.6% | -25.6% | +30.2% | +6.1% |
| All | +4.6% | -24.9% | +29.4% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling