+102.0%
MA vs GRAB
-72.8%
+174.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | -5.0% | +6.3% | +1.7% |
| 30D | +9.6% | +11.3% | -1.7% | +8.6% |
| 3M | +16.8% | -12.4% | +29.2% | +17.8% |
| 6M | +35.2% | -10.7% | +45.9% | +36.0% |
| YTD | +16.6% | -35.1% | +51.6% | +20.1% |
| 1Y | +19.8% | -41.5% | +61.3% | +24.4% |
| 3Y | +70.7% | -2.7% | +73.4% | +68.3% |
| 5Y | +87.4% | -80.2% | +167.6% | +84.0% |
| All | +102.0% | -72.8% | +174.8% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling