-42.3%
MSTR vs RBLX
-53.0%
+10.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.5% | -3.4% | +2.3% |
| 7D | -1.8% | -7.5% | +5.6% | +0.3% |
| 30D | -13.3% | +10.6% | -23.9% | -16.4% |
| 3M | +46.0% | +33.3% | +12.7% | +33.1% |
| 6M | -22.4% | +3.7% | -26.1% | -25.8% |
| YTD | -6.2% | -39.1% | +33.0% | +7.1% |
| 1Y | -42.3% | -52.6% | +10.4% | -18.6% |
| All | -42.3% | -53.0% | +10.7% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling