-66.6%
RBLX vs MAGS
+15.9%
-82.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.6% |
| 7D | +12.4% | +0.5% | +11.9% | +11.7% |
| 30D | +19.7% | +1.5% | +18.2% | +17.9% |
| 3M | -0.1% | +0.5% | -0.6% | -0.9% |
| 6M | -35.7% | +11.6% | -47.3% | -43.2% |
| YTD | -46.6% | +5.3% | -51.8% | -49.8% |
| 1Y | -66.6% | +14.9% | -81.5% | -70.6% |
| All | -66.6% | +15.9% | -82.5% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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