+73.1%
MSTR vs RBLX
-29.5%
+102.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.2% |
| 7D | -8.3% | +5.1% | -13.3% | -10.4% |
| 30D | +38.1% | +28.0% | +10.1% | +23.3% |
| 3M | +9.0% | +4.6% | +4.4% | +3.0% |
| 6M | -5.3% | -24.7% | +19.3% | +0.3% |
| YTD | -13.8% | -43.8% | +30.0% | +3.7% |
| 1Y | -59.8% | -65.8% | +6.0% | -39.1% |
| 3Y | +282.2% | +59.4% | +222.8% | +168.7% |
| 5Y | +112.8% | -48.2% | +161.0% | +95.0% |
| All | +73.1% | -29.5% | +102.6% | +43.3% |
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