-49.7%
RBLX vs MAS
+39.3%
-89.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.6% | +2.8% |
| 7D | +6.7% | -1.8% | +8.5% | +6.9% |
| 30D | +6.1% | +23.6% | -17.5% | +3.7% |
| 3M | +45.3% | +12.4% | +32.8% | +42.9% |
| 6M | +27.4% | +21.9% | +5.5% | +24.2% |
| YTD | -35.1% | +36.1% | -71.2% | -34.4% |
| 1Y | -49.7% | +39.5% | -89.2% | -48.1% |
| All | -49.7% | +39.3% | -89.1% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling