-72.0%
GRAB vs MTSI
+452.3%
-524.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.3% | -10.9% | -3.4% |
| 7D | -0.9% | +7.2% | -8.1% | -4.0% |
| 30D | +5.7% | -18.4% | +24.2% | +9.8% |
| 3M | -11.0% | -16.7% | +5.7% | -9.7% |
| 6M | -8.8% | -31.7% | +22.9% | -3.8% |
| YTD | -33.3% | +45.9% | -79.1% | -48.8% |
| 1Y | -43.4% | +47.0% | -90.4% | -56.7% |
| 3Y | +1.8% | +224.1% | -222.2% | -49.9% |
| 5Y | -80.5% | +238.5% | -319.0% | -91.3% |
| All | -72.0% | +452.3% | -524.3% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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