-16.7%
GRAB vs MSTU
-87.7%
+71.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.2% | +1.0% |
| 7D | -10.8% | -16.6% | +5.8% | -9.5% |
| 30D | -15.5% | +69.7% | -85.2% | -20.5% |
| 3M | -9.0% | -7.5% | -1.5% | -11.1% |
| 6M | -21.6% | -43.1% | +21.5% | -21.8% |
| YTD | -38.9% | -63.0% | +24.2% | -38.7% |
| 1Y | -44.8% | -93.8% | +48.9% | -35.0% |
| All | -16.7% | -87.7% | +71.0% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling