-26.0%
RBLX vs MOS
-20.2%
-5.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.3% |
| 7D | +7.9% | -2.6% | +10.5% | +8.5% |
| 30D | +3.9% | +13.5% | -9.6% | +0.8% |
| 3M | +44.7% | -2.9% | +47.6% | +44.6% |
| 6M | +23.8% | -1.0% | +24.8% | +23.0% |
| YTD | -36.5% | -7.2% | -29.3% | -37.0% |
| 1Y | -50.7% | -11.4% | -39.3% | -50.7% |
| 3Y | +33.8% | -29.0% | +62.8% | +36.9% |
| 5Y | -52.2% | -34.0% | -18.2% | -52.0% |
| All | -26.0% | -20.2% | -5.8% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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