+72.8%
MSFT vs RBLX
-48.7%
+121.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -3.5% | +8.1% | -11.6% | -4.5% |
| 30D | -2.1% | +23.9% | -26.0% | -4.9% |
| 3M | +24.2% | +8.1% | +16.0% | +21.1% |
| 6M | +21.9% | -23.7% | +45.6% | +23.9% |
| YTD | +2.5% | -44.6% | +47.1% | +8.1% |
| 1Y | -0.8% | -66.2% | +65.4% | +11.6% |
| 3Y | +50.8% | +54.7% | -3.9% | +34.6% |
| All | +72.8% | -48.7% | +121.5% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling