-0.3%
MSFT vs GRAB
-42.3%
+42.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -0.8% | -10.8% | +10.0% | +2.3% |
| 30D | +0.8% | -15.5% | +16.4% | +5.5% |
| 3M | +27.2% | -9.0% | +36.2% | +30.5% |
| 6M | +22.9% | -21.6% | +44.5% | +29.9% |
| YTD | +3.1% | -38.9% | +42.0% | +13.9% |
| 1Y | -0.3% | -44.8% | +44.6% | +12.3% |
| All | -0.3% | -42.3% | +42.1% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling