-46.5%
MSTR vs RBLX
-52.0%
+5.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.5% |
| 7D | -13.4% | +1.2% | -14.7% | -13.8% |
| 30D | -22.1% | +5.0% | -27.1% | -23.5% |
| 3M | +15.0% | +31.5% | -16.6% | +5.4% |
| 6M | -37.3% | +18.9% | -56.2% | -42.2% |
| YTD | -26.5% | -38.4% | +11.9% | -16.4% |
| 1Y | -46.5% | -50.7% | +4.2% | -27.3% |
| All | -46.5% | -52.0% | +5.5% | -27.3% |
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 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