+38.6%
MA vs GRAB
-18.9%
+57.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.1% |
| 7D | -3.5% | -13.9% | +10.4% | -1.9% |
| 30D | +0.8% | -17.2% | +17.9% | +2.9% |
| 3M | +14.8% | -7.9% | +22.7% | +15.7% |
| 6M | +10.0% | -23.2% | +33.2% | +13.0% |
| YTD | -0.1% | -39.1% | +39.0% | +5.0% |
| 1Y | -2.2% | -42.5% | +40.3% | +3.0% |
| All | +38.6% | -18.9% | +57.6% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling