-71.2%
GRAB vs MOS
+30.8%
-102.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -5.3% | +9.5% | -14.8% | -6.6% |
| 30D | -8.6% | +10.4% | -19.0% | -10.1% |
| 3M | -1.2% | +12.9% | -14.0% | -3.4% |
| 6M | -16.6% | +1.2% | -17.8% | -17.5% |
| YTD | -31.5% | +9.3% | -40.8% | -33.3% |
| 1Y | -32.3% | -18.0% | -14.3% | -31.0% |
| 3Y | -10.7% | -29.0% | +18.3% | -8.9% |
| 5Y | -67.9% | -9.6% | -58.3% | -69.0% |
| All | -71.2% | +30.8% | -102.1% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling