+6.2%
GRAB vs MSFU
+72.2%
-66.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -4.4% |
| 7D | -6.1% | -3.2% | -2.9% | -5.4% |
| 30D | -11.2% | -3.1% | -8.1% | -10.7% |
| 3M | -2.4% | +35.3% | -37.7% | -10.8% |
| 6M | -18.3% | +31.6% | -49.9% | -25.8% |
| YTD | -34.9% | -9.5% | -25.3% | -35.1% |
| 1Y | -37.4% | -18.4% | -19.0% | -35.9% |
| 3Y | -12.6% | +26.9% | -39.6% | -25.8% |
| All | +6.2% | +72.2% | -66.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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