-28.9%
RBLX vs MAGS
+15.1%
-44.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -1.0% |
| 7D | +8.0% | +0.8% | +7.2% | +7.1% |
| 30D | +20.2% | +0.4% | +19.8% | +19.5% |
| 3M | +3.5% | +5.6% | -2.0% | -1.6% |
| 6M | -28.9% | +12.3% | -41.3% | -36.3% |
| All | -28.9% | +15.1% | -44.1% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling