-38.6%
GRAB vs MTSI
+110.9%
-149.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.1% | -5.2% |
| 7D | -6.1% | +4.9% | -11.0% | -6.6% |
| 30D | -11.2% | -11.6% | +0.4% | -10.0% |
| 3M | -2.4% | -24.1% | +21.7% | +0.5% |
| 6M | -18.3% | +32.4% | -50.8% | -26.7% |
| YTD | -34.9% | +60.4% | -95.3% | -45.5% |
| All | -38.6% | +110.9% | -149.4% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling