-28.2%
RBLX vs MAS
+68.4%
-96.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.2% | -3.1% |
| 7D | +1.2% | +3.0% | -1.8% | -0.2% |
| 30D | +5.0% | +22.4% | -17.4% | -5.5% |
| 3M | +31.5% | +14.5% | +17.0% | +22.2% |
| 6M | +18.9% | +27.1% | -8.2% | +3.4% |
| YTD | -38.4% | +35.8% | -74.2% | -50.1% |
| 1Y | -50.7% | +39.4% | -90.1% | -60.9% |
| 3Y | +28.8% | +60.3% | -31.5% | -17.7% |
| 5Y | -53.6% | +39.4% | -93.0% | -67.9% |
| All | -28.2% | +68.4% | -96.6% | -62.5% |
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