+197.3%
MKSI vs GRAB
-18.7%
+216.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.5% |
| 7D | +2.7% | -10.8% | +13.5% | +7.4% |
| 30D | -12.8% | -15.5% | +2.7% | -6.8% |
| 3M | -22.5% | -9.0% | -13.6% | -20.3% |
| 6M | +19.4% | -21.6% | +41.0% | +30.7% |
| YTD | +67.7% | -38.9% | +106.6% | +102.5% |
| 1Y | +131.4% | -44.8% | +176.3% | +192.1% |
| 3Y | +197.3% | -18.4% | +215.8% | +207.1% |
| All | +197.3% | -18.7% | +216.0% | +207.1% |
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 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