+2.1%
MRNA vs GRAB
-74.3%
+76.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.1% |
| 7D | -1.1% | -10.8% | +9.7% | +1.5% |
| 30D | +126.1% | -15.5% | +141.6% | +135.5% |
| 3M | +190.0% | -9.0% | +199.0% | +197.5% |
| 6M | +157.2% | -21.6% | +178.8% | +171.7% |
| YTD | +388.2% | -38.9% | +427.1% | +440.5% |
| 1Y | +467.0% | -44.8% | +511.9% | +538.2% |
| 3Y | +36.1% | -18.4% | +54.5% | +37.2% |
| 5Y | -68.0% | -71.6% | +3.7% | -65.6% |
| All | +2.1% | -74.3% | +76.4% | -3.4% |
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