+165.4%
MP vs GRAB
-71.2%
+236.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | -5.3% | +2.4% | -1.3% |
| 30D | +13.8% | -8.6% | +22.4% | +16.7% |
| 3M | -16.7% | -1.2% | -15.5% | -16.7% |
| 6M | -11.5% | -16.6% | +5.1% | -7.0% |
| YTD | +7.9% | -31.5% | +39.4% | +19.5% |
| 1Y | -15.0% | -32.3% | +17.2% | -5.6% |
| 3Y | +153.5% | -10.7% | +164.2% | +150.9% |
| 5Y | +58.7% | -67.9% | +126.5% | +76.0% |
| All | +165.4% | -71.2% | +236.6% | +142.1% |
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 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