-69.7%
GRAB vs MTSI
+331.9%
-401.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.1% | -5.6% |
| 7D | -6.1% | +4.9% | -11.0% | -7.5% |
| 30D | -11.2% | -11.6% | +0.4% | -8.4% |
| 3M | -2.4% | -24.1% | +21.7% | +3.9% |
| 6M | -18.3% | +32.4% | -50.8% | -30.4% |
| YTD | -34.9% | +60.4% | -95.3% | -49.3% |
| 1Y | -37.4% | +111.0% | -148.4% | -56.7% |
| 3Y | -12.6% | +246.1% | -258.8% | -56.4% |
| 5Y | -69.7% | +340.3% | -410.1% | -87.9% |
| All | -69.7% | +331.9% | -401.6% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling