+16.2%
MS vs GRAB
-42.0%
+58.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +0.7% |
| 7D | +0.8% | +7.4% | -6.6% | -0.7% |
| 30D | -0.7% | +5.0% | -5.7% | -1.8% |
| 3M | -12.4% | -8.7% | -3.6% | -10.4% |
| 6M | -1.7% | -9.9% | +8.2% | +0.5% |
| YTD | +8.0% | -32.9% | +40.9% | +19.4% |
| 1Y | +16.2% | -43.2% | +59.4% | +37.8% |
| All | +16.2% | -42.0% | +58.2% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling