+261.3%
MS vs GRAB
-72.0%
+333.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | +0.9% | +5.7% | -4.8% | +0.1% |
| 3M | -10.8% | -11.0% | +0.1% | -9.9% |
| 6M | +0.9% | -8.8% | +9.7% | +1.5% |
| YTD | +9.8% | -33.3% | +43.1% | +14.4% |
| 1Y | +17.1% | -43.4% | +60.4% | +24.3% |
| 3Y | +175.7% | +1.8% | +173.9% | +172.2% |
| 5Y | +125.9% | -80.5% | +206.3% | +130.2% |
| All | +261.3% | -72.0% | +333.3% | +274.4% |
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