+72.3%
MP vs GRAB
-71.3%
+143.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +7.0% | +5.5% |
| 7D | -10.5% | +25.8% | -36.3% | -16.6% |
| 30D | -23.5% | +10.7% | -34.3% | -26.1% |
| 3M | -25.4% | -7.1% | -18.4% | -24.5% |
| 6M | -51.3% | -9.5% | -41.7% | -50.4% |
| YTD | -29.9% | -31.7% | +1.8% | -23.0% |
| 1Y | -31.8% | -39.4% | +7.6% | -22.4% |
| 3Y | +127.0% | +8.6% | +118.4% | +111.8% |
| 5Y | -3.3% | -71.4% | +68.1% | +13.8% |
| All | +72.3% | -71.3% | +143.6% | +56.1% |
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