-77.9%
GRAB vs MOS
-31.8%
-46.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.6% |
| 7D | +20.3% | +19.7% | +0.6% | +16.6% |
| 30D | +7.8% | +21.5% | -13.7% | +4.2% |
| 3M | -6.0% | -0.4% | -5.6% | -6.4% |
| 6M | -7.5% | +4.5% | -12.1% | -9.0% |
| YTD | -31.1% | -2.9% | -28.2% | -32.0% |
| 1Y | -38.1% | -7.7% | -30.4% | -38.5% |
| 3Y | +4.6% | -25.6% | +30.2% | +5.9% |
| 5Y | -77.9% | -31.2% | -46.8% | -79.2% |
| All | -77.9% | -31.8% | -46.1% | -79.2% |
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