+171.6%
MAR vs GRAB
-74.3%
+246.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | -0.5% | -10.8% | +10.3% | +0.5% |
| 30D | -5.4% | -15.5% | +10.1% | -4.0% |
| 3M | -15.5% | -9.0% | -6.5% | -14.9% |
| 6M | +3.0% | -21.6% | +24.6% | +5.1% |
| YTD | +8.5% | -38.9% | +47.4% | +13.1% |
| 1Y | +26.0% | -44.8% | +70.8% | +32.3% |
| 3Y | +68.6% | -18.4% | +87.1% | +69.4% |
| 5Y | +157.4% | -71.6% | +229.0% | +153.7% |
| All | +171.6% | -74.3% | +246.0% | +185.1% |
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