+100.3%
MNST vs GRAB
-74.3%
+174.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -1.0% | -10.8% | +9.9% | -0.2% |
| 30D | -5.6% | -15.5% | +9.9% | -4.6% |
| 3M | -5.7% | -9.0% | +3.3% | -5.2% |
| 6M | +12.0% | -21.6% | +33.6% | +13.5% |
| YTD | +13.2% | -38.9% | +52.1% | +16.5% |
| 1Y | +36.1% | -44.8% | +80.9% | +40.6% |
| 3Y | +52.9% | -18.4% | +71.3% | +52.4% |
| 5Y | +81.0% | -71.6% | +152.6% | +82.5% |
| All | +100.3% | -74.3% | +174.6% | +104.1% |
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