-71.2%
GRAB vs MUB
+1.2%
-72.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.8% |
| 7D | -10.8% | -0.8% | -10.0% | -9.9% |
| 30D | -15.5% | -2.4% | -13.1% | -13.2% |
| 3M | -9.0% | -2.8% | -6.1% | -6.0% |
| 6M | -21.6% | -2.2% | -19.4% | -19.4% |
| YTD | -38.9% | -1.6% | -37.3% | -37.5% |
| 1Y | -44.8% | 0.0% | -44.9% | -44.5% |
| 3Y | -18.4% | +7.9% | -26.3% | -24.6% |
| All | -71.2% | +1.2% | -72.4% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling