+88.8%
MSTR vs RBLX
-32.9%
+121.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -3.4% |
| 7D | +12.2% | +12.4% | -0.2% | +6.3% |
| 30D | +45.2% | +19.7% | +25.5% | +33.8% |
| 3M | +10.4% | -0.1% | +10.5% | +6.6% |
| 6M | -2.5% | -35.7% | +33.3% | +11.4% |
| YTD | -6.0% | -46.6% | +40.5% | +15.8% |
| 1Y | -56.4% | -66.6% | +10.2% | -33.2% |
| 3Y | +306.3% | +52.3% | +254.0% | +191.9% |
| 5Y | +100.5% | -47.7% | +148.2% | +83.8% |
| All | +88.8% | -32.9% | +121.6% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling