-74.4%
GRAB vs MTSI
+532.4%
-606.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.1% | -10.6% | -7.8% |
| 7D | -13.9% | +11.1% | -25.0% | -16.9% |
| 30D | -17.2% | -3.7% | -13.5% | -16.8% |
| 3M | -7.9% | -20.2% | +12.4% | -3.4% |
| 6M | -23.2% | +30.8% | -54.0% | -34.4% |
| YTD | -39.1% | +67.0% | -106.1% | -53.5% |
| 1Y | -42.5% | +120.4% | -163.0% | -61.1% |
| 3Y | -18.3% | +260.4% | -278.7% | -59.6% |
| 5Y | -71.7% | +356.3% | -428.0% | -88.4% |
| All | -74.4% | +532.4% | -606.9% | -90.7% |
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