+73.5%
MSFT vs GRAB
-72.0%
+145.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | -3.5% | -12.0% | +8.5% | -2.1% |
| 30D | -2.1% | -19.5% | +17.4% | +0.3% |
| 3M | +24.2% | -8.0% | +32.1% | +25.3% |
| 6M | +21.9% | -22.2% | +44.1% | +25.1% |
| YTD | +2.5% | -39.7% | +42.1% | +7.9% |
| 1Y | -0.8% | -43.2% | +42.4% | +5.0% |
| 3Y | +50.8% | -19.1% | +69.9% | +51.9% |
| 5Y | +73.5% | -72.0% | +145.5% | +71.6% |
| All | +73.5% | -72.0% | +145.5% | +71.6% |
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