-49.0%
RBLX vs MAS
+32.0%
-81.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.3% |
| 7D | +12.4% | -0.8% | +13.2% | +12.8% |
| 30D | +19.7% | -5.6% | +25.2% | +23.4% |
| 3M | -0.1% | +4.4% | -4.5% | -3.7% |
| 6M | -35.7% | +7.2% | -42.9% | -40.0% |
| YTD | -46.6% | +16.1% | -62.7% | -53.5% |
| 1Y | -66.6% | +0.1% | -66.7% | -68.2% |
| 3Y | +52.3% | +28.3% | +24.0% | +7.2% |
| All | -49.0% | +32.0% | -81.0% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling