-16.9%
GRAB vs MSTZ
-99.2%
+82.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.5% | -11.9% | -6.0% |
| 7D | -13.9% | -23.6% | +9.7% | -15.2% |
| 30D | -17.2% | -60.7% | +43.6% | -22.1% |
| 3M | -7.9% | -58.3% | +50.4% | -11.3% |
| 6M | -23.2% | -60.0% | +36.8% | -24.8% |
| YTD | -39.1% | -75.2% | +36.1% | -40.5% |
| 1Y | -42.5% | -19.9% | -22.6% | -34.9% |
| All | -16.9% | -99.2% | +82.2% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling