-16.7%
GRAB vs MSTZ
-99.1%
+82.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +1.0% |
| 7D | -10.8% | +17.0% | -27.9% | -9.6% |
| 30D | -15.5% | -61.8% | +46.3% | -20.8% |
| 3M | -9.0% | -54.6% | +45.6% | -11.8% |
| 6M | -21.6% | -59.3% | +37.7% | -23.1% |
| YTD | -38.9% | -74.6% | +35.7% | -40.1% |
| 1Y | -44.8% | -18.8% | -26.0% | -37.5% |
| All | -16.7% | -99.1% | +82.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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