+160.7%
MO vs GRAB
-74.4%
+235.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.5% |
| 7D | -2.4% | -13.9% | +11.5% | -2.6% |
| 30D | +3.6% | -17.2% | +20.8% | +3.4% |
| 3M | -3.7% | -7.9% | +4.2% | -3.8% |
| 6M | +4.5% | -23.2% | +27.7% | +4.3% |
| YTD | +21.5% | -39.1% | +60.6% | +21.0% |
| 1Y | +9.5% | -42.5% | +52.1% | +9.1% |
| 3Y | +93.6% | -18.3% | +111.9% | +92.3% |
| 5Y | +97.5% | -71.7% | +169.2% | +97.0% |
| All | +160.7% | -74.4% | +235.1% | +156.7% |
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