+68.9%
MP vs GRAB
-69.6%
+138.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +2.8% |
| 7D | +3.0% | -6.1% | +9.1% | +4.6% |
| 30D | +8.3% | -11.2% | +19.5% | +11.6% |
| 3M | -3.8% | -2.4% | -1.4% | -3.6% |
| 6M | -4.9% | -18.3% | +13.4% | 0.0% |
| YTD | +9.6% | -34.9% | +44.5% | +21.6% |
| 1Y | -11.7% | -37.4% | +25.7% | -1.0% |
| 3Y | +158.5% | -12.6% | +171.1% | +158.6% |
| 5Y | +68.9% | -69.7% | +138.7% | +78.8% |
| All | +68.9% | -69.6% | +138.5% | +78.8% |
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