-29.1%
RBLX vs MAS
+63.5%
-92.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.2% |
| 7D | +14.7% | +2.4% | +12.3% | +13.3% |
| 30D | +6.2% | +19.8% | -13.6% | -3.4% |
| 3M | +36.8% | +9.8% | +27.0% | +29.7% |
| 6M | +12.7% | +15.8% | -3.1% | +2.8% |
| YTD | -39.2% | +31.8% | -71.0% | -50.0% |
| 1Y | -51.3% | +35.4% | -86.7% | -60.8% |
| 3Y | +45.6% | +59.2% | -13.6% | -7.2% |
| 5Y | -36.8% | +41.2% | -78.0% | -56.2% |
| All | -29.1% | +63.5% | -92.6% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling