-72.7%
GRAB vs MSI
+187.6%
-260.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -4.7% |
| 7D | -6.1% | -5.8% | -0.3% | -4.5% |
| 30D | -11.2% | -1.0% | -10.2% | -11.0% |
| 3M | -2.4% | +14.2% | -16.6% | -6.4% |
| 6M | -18.3% | +1.0% | -19.4% | -19.0% |
| YTD | -34.9% | +21.5% | -56.3% | -39.1% |
| 1Y | -37.4% | -2.1% | -35.3% | -37.4% |
| 3Y | -12.6% | +69.3% | -82.0% | -30.2% |
| 5Y | -69.7% | +99.3% | -169.0% | -78.8% |
| All | -72.7% | +187.6% | -260.3% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling