+66.3%
MRSH vs GRAB
-74.3%
+140.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -4.8% | -10.8% | +6.1% | -4.3% |
| 30D | -6.3% | -15.5% | +9.2% | -5.7% |
| 3M | +5.8% | -9.0% | +14.8% | +6.2% |
| 6M | +2.8% | -21.6% | +24.4% | +3.7% |
| YTD | -3.1% | -38.9% | +35.8% | -1.3% |
| 1Y | -11.3% | -44.8% | +33.6% | -9.4% |
| 3Y | -5.0% | -18.4% | +13.5% | -5.1% |
| 5Y | +19.2% | -71.6% | +90.8% | +17.5% |
| All | +66.3% | -74.3% | +140.7% | +65.7% |
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