+77.4%
MP vs GRAB
-71.8%
+149.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +3.5% |
| 7D | -3.6% | +7.4% | -11.0% | -5.9% |
| 30D | -21.0% | +5.0% | -26.0% | -22.5% |
| 3M | -33.3% | -8.7% | -24.6% | -32.2% |
| 6M | -45.9% | -9.9% | -36.0% | -44.9% |
| YTD | -27.8% | -32.9% | +5.0% | -20.3% |
| 1Y | -43.2% | -43.2% | 0.0% | -34.3% |
| 3Y | +144.0% | +2.4% | +141.6% | +131.3% |
| 5Y | -6.1% | -77.9% | +71.8% | +22.1% |
| All | +77.4% | -71.8% | +149.2% | +61.5% |
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