+142.4%
MSFT vs GRAB
-71.2%
+213.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | -5.3% | +2.6% | -2.1% |
| 30D | +2.7% | -8.6% | +11.3% | +3.7% |
| 3M | +17.0% | -1.2% | +18.1% | +17.1% |
| 6M | +23.8% | -16.6% | +40.4% | +26.0% |
| YTD | +4.0% | -31.5% | +35.4% | +7.9% |
| 1Y | -0.8% | -32.3% | +31.5% | +2.8% |
| 3Y | +55.6% | -10.7% | +66.3% | +54.9% |
| 5Y | +72.9% | -67.9% | +140.8% | +72.6% |
| All | +142.4% | -71.2% | +213.6% | +138.2% |
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