-17.8%
GRAB vs MSTU
-88.1%
+70.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.8% | -0.4% |
| 7D | -12.0% | -22.0% | +10.0% | -10.2% |
| 30D | -19.5% | +60.3% | -79.8% | -23.9% |
| 3M | -8.0% | -3.7% | -4.2% | -10.4% |
| 6M | -22.2% | -45.2% | +23.0% | -22.2% |
| YTD | -39.7% | -64.3% | +24.6% | -39.3% |
| 1Y | -43.2% | -94.0% | +50.8% | -32.8% |
| All | -17.8% | -88.1% | +70.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 3y: compounded portfolio wealth divided by compounded MSTU 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…
3y analysis · Full analysis span regression · 6 months rolling