+310.2%
MS vs GRAB
-71.2%
+381.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -5.3% | +6.6% | +2.0% |
| 30D | -0.3% | -8.6% | +8.3% | +0.8% |
| 3M | +0.3% | -1.2% | +1.5% | +0.2% |
| 6M | +31.3% | -16.6% | +47.9% | +33.9% |
| YTD | +24.7% | -31.5% | +56.1% | +29.9% |
| 1Y | +47.9% | -32.3% | +80.2% | +54.1% |
| 3Y | +178.3% | -10.7% | +189.0% | +178.4% |
| 5Y | +144.9% | -67.9% | +212.7% | +143.4% |
| All | +310.2% | -71.2% | +381.5% | +324.9% |
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