-74.4%
GRAB vs MUB
+3.2%
-77.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -5.9% | -5.9% |
| 7D | -13.9% | -0.7% | -13.2% | -13.1% |
| 30D | -17.2% | -2.0% | -15.2% | -15.3% |
| 3M | -7.9% | -2.5% | -5.3% | -5.1% |
| 6M | -23.2% | -2.3% | -20.9% | -21.1% |
| YTD | -39.1% | -1.3% | -37.8% | -37.9% |
| 1Y | -42.5% | +1.1% | -43.6% | -42.7% |
| 3Y | -18.3% | +8.2% | -26.5% | -24.9% |
| 5Y | -71.7% | +1.5% | -73.2% | -69.7% |
| All | -74.4% | +3.2% | -77.6% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling