+144.8%
MS vs GRAB
-69.6%
+214.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | 0.0% |
| 7D | +2.5% | -6.1% | +8.5% | +3.3% |
| 30D | 0.0% | -11.2% | +11.2% | +1.4% |
| 3M | +2.4% | -2.4% | +4.8% | +2.5% |
| 6M | +36.4% | -18.3% | +54.7% | +39.6% |
| YTD | +23.8% | -34.9% | +58.7% | +30.2% |
| 1Y | +48.6% | -37.4% | +86.0% | +56.8% |
| 3Y | +179.1% | -12.6% | +191.8% | +180.2% |
| 5Y | +144.8% | -69.7% | +214.6% | +138.1% |
| All | +144.8% | -69.6% | +214.5% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling