-8.3%
GRAB vs MTSI
+231.8%
-240.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.6% |
| 7D | -5.3% | +1.4% | -6.7% | -5.5% |
| 30D | -8.6% | +2.1% | -10.6% | -9.6% |
| 3M | -1.2% | -29.7% | +28.6% | +4.6% |
| 6M | -16.6% | +12.5% | -29.1% | -22.0% |
| YTD | -31.5% | +57.0% | -88.5% | -41.6% |
| 1Y | -32.3% | +103.9% | -136.2% | -46.2% |
| All | -8.3% | +231.8% | -240.1% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling