-71.1%
GRAB vs MTSI
+408.4%
-479.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.0% | -8.1% | -1.6% |
| 7D | +20.3% | +3.5% | +16.8% | +17.8% |
| 30D | +7.8% | -30.3% | +38.2% | +17.3% |
| 3M | -6.0% | -26.0% | +20.0% | -1.3% |
| 6M | -7.5% | -36.1% | +28.6% | -0.8% |
| YTD | -31.1% | +34.3% | -65.3% | -45.8% |
| 1Y | -38.1% | +35.3% | -73.4% | -51.5% |
| 3Y | +4.6% | +217.6% | -213.1% | -49.0% |
| 5Y | -77.9% | +210.1% | -288.0% | -89.9% |
| All | -71.1% | +408.4% | -479.5% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling