+1,454.1%
MU vs GRAB
-71.2%
+1,525.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | -5.3% | +14.2% | +10.2% |
| 30D | +13.8% | -8.6% | +22.4% | +15.8% |
| 3M | +2.1% | -1.2% | +3.2% | +2.0% |
| 6M | +153.8% | -16.6% | +170.4% | +162.1% |
| YTD | +256.4% | -31.5% | +287.9% | +282.8% |
| 1Y | +719.8% | -32.3% | +752.0% | +784.7% |
| 3Y | +1,360.4% | -10.7% | +1,371.1% | +1,380.0% |
| 5Y | +1,312.4% | -67.9% | +1,380.3% | +1,396.5% |
| All | +1,454.1% | -71.2% | +1,525.4% | +1,607.0% |
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