-46.3%
RBLX vs MOS
-7.1%
-39.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.0% |
| 7D | +10.2% | +7.1% | +3.1% | +8.7% |
| 30D | +18.6% | +15.0% | +3.6% | +15.2% |
| 3M | +6.0% | +24.1% | -18.1% | +1.3% |
| 6M | -29.5% | +2.7% | -32.2% | -30.7% |
| YTD | -44.7% | +12.2% | -56.9% | -46.9% |
| 1Y | -65.1% | -16.3% | -48.8% | -64.4% |
| 3Y | +54.5% | -23.3% | +77.8% | +56.6% |
| 5Y | -46.3% | -4.2% | -42.2% | -51.4% |
| All | -46.3% | -7.1% | -39.2% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling