+142.5%
MET vs GRAB
-72.7%
+215.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.0% | +2.8% | -1.9% |
| 7D | +1.1% | -6.1% | +7.2% | +1.5% |
| 30D | -2.3% | -11.2% | +8.9% | -1.6% |
| 3M | +13.9% | -2.4% | +16.3% | +13.9% |
| 6M | +34.8% | -18.3% | +53.1% | +36.3% |
| YTD | +23.5% | -34.9% | +58.4% | +26.4% |
| 1Y | +23.4% | -37.4% | +60.8% | +26.4% |
| 3Y | +64.9% | -12.6% | +77.5% | +65.1% |
| 5Y | +82.0% | -69.7% | +151.8% | +77.8% |
| All | +142.5% | -72.7% | +215.2% | +144.4% |
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