+69.0%
MSCI vs GRAB
-72.8%
+141.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.7% | -5.0% | +7.7% | +3.3% |
| 30D | +17.4% | +11.3% | +6.1% | +15.9% |
| 3M | +14.8% | -12.4% | +27.3% | +16.2% |
| 6M | +16.1% | -10.7% | +26.9% | +17.1% |
| YTD | +16.0% | -35.1% | +51.1% | +20.8% |
| 1Y | +16.4% | -41.5% | +58.0% | +22.6% |
| 3Y | +35.3% | -2.7% | +38.0% | +32.0% |
| 5Y | +6.6% | -80.2% | +86.8% | +6.0% |
| All | +69.0% | -72.8% | +141.8% | +67.3% |
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