-74.3%
GRAB vs MTCH
-68.7%
-5.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +0.8% |
| 7D | -10.8% | +1.3% | -12.1% | -11.3% |
| 30D | -15.5% | +15.9% | -31.4% | -20.7% |
| 3M | -9.0% | +23.3% | -32.2% | -16.8% |
| 6M | -21.6% | +40.1% | -61.7% | -32.4% |
| YTD | -38.9% | +33.6% | -72.5% | -46.5% |
| 1Y | -44.8% | +14.1% | -58.9% | -48.6% |
| 3Y | -18.4% | +1.4% | -19.9% | -24.1% |
| 5Y | -71.6% | -73.1% | +1.5% | -52.3% |
| All | -74.3% | -68.7% | -5.6% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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