+171.3%
MS vs GRAB
+1.2%
+170.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +0.8% |
| 7D | +0.8% | +7.4% | -6.6% | -0.8% |
| 30D | -0.7% | +5.0% | -5.7% | -1.9% |
| 3M | -12.4% | -8.7% | -3.6% | -11.1% |
| 6M | -1.7% | -9.9% | +8.2% | -0.3% |
| YTD | +8.0% | -32.9% | +40.9% | +16.6% |
| 1Y | +16.2% | -43.2% | +59.4% | +29.9% |
| 3Y | +171.3% | +2.4% | +168.8% | +169.8% |
| All | +171.3% | +1.2% | +170.1% | +169.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling