-37.7%
RBLX vs MOS
-6.0%
-31.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.0% |
| 7D | +12.4% | +9.5% | +2.9% | +10.3% |
| 30D | +19.7% | +10.4% | +9.3% | +17.0% |
| 3M | -0.1% | +12.9% | -13.0% | -2.9% |
| 6M | -35.7% | +1.2% | -37.0% | -36.8% |
| YTD | -46.6% | +9.3% | -55.9% | -48.5% |
| 1Y | -66.6% | -18.0% | -48.7% | -65.8% |
| 3Y | +52.3% | -29.0% | +81.3% | +57.5% |
| 5Y | -47.7% | -9.6% | -38.2% | -52.3% |
| All | -37.7% | -6.0% | -31.6% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling