-11.4%
MSCI vs GRAB
-69.6%
+58.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.0% | +1.2% | -3.2% |
| 7D | -2.1% | -6.1% | +4.0% | -1.4% |
| 30D | -1.7% | -11.2% | +9.5% | -0.4% |
| 3M | -8.2% | -2.4% | -5.8% | -8.1% |
| 6M | -2.4% | -18.3% | +15.9% | -0.4% |
| YTD | -2.8% | -34.9% | +32.0% | +1.7% |
| 1Y | -2.7% | -37.4% | +34.7% | +2.0% |
| 3Y | +7.3% | -12.6% | +19.9% | +5.9% |
| 5Y | -11.4% | -69.7% | +58.3% | -17.8% |
| All | -11.4% | -69.6% | +58.2% | -17.8% |
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 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