-41.9%
GRAB vs MSI
+28.6%
-70.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.2% | +6.5% | +7.5% |
| 7D | +22.2% | +2.8% | +19.4% | +21.7% |
| 30D | +6.0% | +9.1% | -3.1% | +4.6% |
| 3M | -9.7% | +12.5% | -22.2% | -11.3% |
| 6M | -7.2% | +14.2% | -21.4% | -9.7% |
| YTD | -32.7% | +30.7% | -63.4% | -34.7% |
| 1Y | -41.9% | +27.5% | -69.4% | -39.8% |
| All | -41.9% | +28.6% | -70.5% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling