+56.7%
MA vs RBLX
-32.9%
+89.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.5% |
| 7D | -2.7% | +12.4% | -15.1% | -3.7% |
| 30D | +1.5% | +19.7% | -18.1% | -0.1% |
| 3M | +20.4% | -0.1% | +20.5% | +19.5% |
| 6M | +11.1% | -35.7% | +46.9% | +14.1% |
| YTD | +2.0% | -46.6% | +48.5% | +5.8% |
| 1Y | -2.2% | -66.6% | +64.5% | +5.6% |
| 3Y | +41.9% | +52.3% | -10.4% | +30.5% |
| 5Y | +75.4% | -47.7% | +123.1% | +63.1% |
| All | +56.7% | -32.9% | +89.5% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling