+1,429.2%
MU vs GRAB
-72.7%
+1,501.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | -0.6% |
| 7D | +7.2% | -6.1% | +13.2% | +8.5% |
| 30D | +14.0% | -11.2% | +25.2% | +16.7% |
| 3M | +5.4% | -2.4% | +7.8% | +5.4% |
| 6M | +170.3% | -18.3% | +188.6% | +180.3% |
| YTD | +250.7% | -34.9% | +285.5% | +280.5% |
| 1Y | +662.1% | -37.4% | +699.5% | +735.1% |
| 3Y | +1,341.2% | -12.6% | +1,353.8% | +1,369.4% |
| 5Y | +1,319.3% | -69.7% | +1,389.1% | +1,422.6% |
| All | +1,429.2% | -72.7% | +1,501.8% | +1,597.0% |
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