-37.7%
RBLX vs MAS
+44.0%
-81.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.4% |
| 7D | +12.4% | -0.8% | +13.2% | +12.8% |
| 30D | +19.7% | -5.6% | +25.2% | +23.1% |
| 3M | -0.1% | +4.4% | -4.5% | -3.4% |
| 6M | -35.7% | +7.2% | -42.9% | -39.7% |
| YTD | -46.6% | +16.1% | -62.7% | -52.9% |
| 1Y | -66.6% | +0.1% | -66.7% | -68.0% |
| 3Y | +52.3% | +28.3% | +24.0% | +11.8% |
| 5Y | -47.7% | +30.5% | -78.2% | -61.4% |
| All | -37.7% | +44.0% | -81.7% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling