+47.1%
MSCI vs GRAB
-71.2%
+118.4%
-43.7%
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 | +0.4% | -5.3% | +5.7% | +1.0% |
| 30D | +0.6% | -8.6% | +9.1% | +1.5% |
| 3M | -7.1% | -1.2% | -5.9% | -7.1% |
| 6M | +0.8% | -16.6% | +17.4% | +2.6% |
| YTD | +1.0% | -31.5% | +32.5% | +4.8% |
| 1Y | +4.3% | -32.3% | +36.6% | +8.0% |
| 3Y | +9.9% | -10.7% | +20.7% | +8.4% |
| 5Y | -6.8% | -67.9% | +61.1% | -9.7% |
| All | +47.1% | -71.2% | +118.4% | +45.1% |
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 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