+102.7%
MO vs GRAB
-71.8%
+174.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.3% |
| 7D | +0.1% | -10.8% | +11.0% | 0.0% |
| 30D | +7.1% | -15.5% | +22.7% | +6.9% |
| 3M | -2.0% | -9.0% | +7.0% | -2.0% |
| 6M | +7.3% | -21.6% | +28.9% | +7.0% |
| YTD | +23.5% | -38.9% | +62.3% | +22.9% |
| 1Y | +11.0% | -44.8% | +55.8% | +10.5% |
| 3Y | +95.0% | -18.4% | +113.4% | +93.5% |
| All | +102.7% | -71.8% | +174.5% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling