+123.1%
MSFT vs RBLX
-29.5%
+152.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.5% |
| 7D | -0.8% | +5.1% | -5.9% | -1.4% |
| 30D | +0.8% | +28.0% | -27.2% | -2.3% |
| 3M | +27.2% | +4.6% | +22.6% | +24.9% |
| 6M | +22.9% | -24.7% | +47.6% | +25.1% |
| YTD | +3.1% | -43.8% | +47.0% | +8.3% |
| 1Y | -0.3% | -65.8% | +65.5% | +11.2% |
| 3Y | +50.1% | +59.4% | -9.3% | +34.9% |
| 5Y | +74.6% | -48.2% | +122.9% | +63.7% |
| All | +123.1% | -29.5% | +152.6% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling