-3.3%
RBLX vs MAGS
+187.7%
-191.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.9% |
| 7D | +8.0% | +0.8% | +7.2% | +7.3% |
| 30D | +20.2% | +0.4% | +19.8% | +19.7% |
| 3M | +3.5% | +5.6% | -2.0% | -0.9% |
| 6M | -28.9% | +12.3% | -41.3% | -35.3% |
| YTD | -45.1% | +5.1% | -50.2% | -47.3% |
| 1Y | -66.2% | +14.0% | -80.2% | -69.4% |
| 3Y | +53.5% | +129.4% | -75.9% | -19.2% |
| All | -3.3% | +187.7% | -191.0% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling