+169.1%
MAR vs GRAB
-74.4%
+243.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.4% |
| 7D | -0.5% | -13.9% | +13.4% | +0.9% |
| 30D | -4.7% | -17.2% | +12.5% | -3.0% |
| 3M | -15.6% | -7.9% | -7.7% | -15.1% |
| 6M | +1.2% | -23.2% | +24.4% | +3.5% |
| YTD | +7.5% | -39.1% | +46.6% | +12.1% |
| 1Y | +26.6% | -42.5% | +69.2% | +32.5% |
| 3Y | +66.0% | -18.3% | +84.2% | +66.7% |
| 5Y | +154.1% | -71.7% | +225.8% | +150.5% |
| All | +169.1% | -74.4% | +243.5% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling