-74.3%
GRAB vs MSI
+189.6%
-263.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -10.8% | -0.4% | -10.4% | -10.7% |
| 30D | -15.5% | -0.8% | -14.8% | -15.4% |
| 3M | -9.0% | +13.9% | -22.9% | -12.6% |
| 6M | -21.6% | +1.3% | -22.9% | -22.3% |
| YTD | -38.9% | +22.3% | -61.2% | -43.0% |
| 1Y | -44.8% | -3.9% | -41.0% | -44.5% |
| 3Y | -18.4% | +69.9% | -88.3% | -34.8% |
| 5Y | -71.6% | +103.8% | -175.4% | -80.2% |
| All | -74.3% | +189.6% | -263.9% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling