-19.5%
GRAB vs MUB
+7.4%
-27.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | -12.0% | -1.2% | -10.8% | -11.0% |
| 30D | -19.5% | -2.8% | -16.8% | -17.6% |
| 3M | -8.0% | -3.1% | -4.9% | -5.6% |
| 6M | -22.2% | -2.9% | -19.4% | -20.3% |
| YTD | -39.7% | -2.0% | -37.7% | -38.3% |
| 1Y | -43.2% | 0.0% | -43.2% | -42.3% |
| All | -19.5% | +7.4% | -27.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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