-1.2%
RBLX vs MAGS
+190.0%
-191.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.6% |
| 7D | +5.1% | +0.6% | +4.4% | +4.5% |
| 30D | +28.0% | +3.2% | +24.8% | +24.9% |
| 3M | +4.6% | +7.7% | -3.1% | -1.4% |
| 6M | -24.7% | +12.5% | -37.1% | -31.4% |
| YTD | -43.8% | +6.0% | -49.8% | -46.5% |
| 1Y | -65.8% | +14.4% | -80.2% | -69.0% |
| 3Y | +59.4% | +127.5% | -68.2% | -15.2% |
| All | -1.2% | +190.0% | -191.3% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling