-46.2%
RBLX vs MOH
-19.7%
-26.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.3% |
| 7D | +5.1% | +1.7% | +3.3% | +5.0% |
| 30D | +28.0% | -0.9% | +28.9% | +28.1% |
| 3M | +4.6% | +5.7% | -1.1% | +4.4% |
| 6M | -24.7% | +39.1% | -63.8% | -25.6% |
| YTD | -43.8% | +17.7% | -61.5% | -44.3% |
| 1Y | -65.8% | +8.4% | -74.2% | -66.0% |
| 3Y | +59.4% | -36.6% | +95.9% | +62.4% |
| All | -46.2% | -19.7% | -26.6% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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