+54.4%
MA vs RBLX
-30.5%
+84.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.7% |
| 7D | -1.8% | +10.2% | -12.0% | -2.6% |
| 30D | +1.4% | +18.6% | -17.2% | -0.1% |
| 3M | +17.7% | +6.0% | +11.8% | +16.2% |
| 6M | +9.7% | -29.5% | +39.1% | +11.6% |
| YTD | +0.5% | -44.7% | +45.2% | +4.0% |
| 1Y | -2.1% | -65.1% | +63.0% | +5.3% |
| 3Y | +40.1% | +54.5% | -14.4% | +28.7% |
| 5Y | +67.5% | -46.3% | +113.8% | +55.4% |
| All | +54.4% | -30.5% | +84.9% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RBLX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling