-74.3%
GRAB vs MTB
+138.6%
-213.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -10.8% | 0.0% | -10.8% | -10.8% |
| 30D | -15.5% | -4.8% | -10.7% | -14.4% |
| 3M | -9.0% | +6.0% | -14.9% | -10.4% |
| 6M | -21.6% | +19.6% | -41.2% | -25.3% |
| YTD | -38.9% | +21.5% | -60.4% | -42.0% |
| 1Y | -44.8% | +24.7% | -69.6% | -48.1% |
| 3Y | -18.4% | +108.6% | -127.0% | -32.7% |
| 5Y | -71.6% | +106.7% | -178.4% | -75.7% |
| All | -74.3% | +138.6% | -213.0% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling