-69.7%
GRAB vs MOS
-7.1%
-62.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.6% | -7.6% | -5.4% |
| 7D | -6.1% | +7.1% | -13.1% | -7.1% |
| 30D | -11.2% | +15.0% | -26.2% | -13.2% |
| 3M | -2.4% | +24.1% | -26.5% | -6.1% |
| 6M | -18.3% | +2.7% | -21.1% | -19.5% |
| YTD | -34.9% | +12.2% | -47.1% | -36.9% |
| 1Y | -37.4% | -16.3% | -21.1% | -36.4% |
| 3Y | -12.6% | -23.3% | +10.7% | -12.0% |
| 5Y | -69.7% | -4.2% | -65.6% | -71.0% |
| All | -69.7% | -7.1% | -62.7% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling