+255.6%
MS vs GRAB
-71.8%
+327.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +0.6% |
| 7D | +0.8% | +7.4% | -6.6% | -0.1% |
| 30D | -0.7% | +5.0% | -5.7% | -1.4% |
| 3M | -12.4% | -8.7% | -3.6% | -11.7% |
| 6M | -1.7% | -9.9% | +8.2% | -1.0% |
| YTD | +8.0% | -32.9% | +40.9% | +12.5% |
| 1Y | +16.2% | -43.2% | +59.4% | +23.4% |
| 3Y | +171.3% | +2.4% | +168.8% | +167.6% |
| 5Y | +124.8% | -77.9% | +202.7% | +127.7% |
| All | +255.6% | -71.8% | +327.4% | +268.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling