-35.9%
RBLX vs MOS
-4.7%
-31.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +8.0% | +1.7% | +6.4% | +7.7% |
| 30D | +20.2% | +11.7% | +8.5% | +17.2% |
| 3M | +3.5% | +23.2% | -19.6% | -1.2% |
| 6M | -28.9% | -1.6% | -27.3% | -29.6% |
| YTD | -45.1% | +10.8% | -55.9% | -47.2% |
| 1Y | -66.2% | -16.2% | -50.0% | -65.5% |
| 3Y | +53.5% | -24.2% | +77.7% | +56.1% |
| 5Y | -48.4% | -6.6% | -41.8% | -53.4% |
| All | -35.9% | -4.7% | -31.2% | -40.1% |
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