-35.9%
RBLX vs MS
+212.5%
-248.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +8.0% | +1.7% | +6.4% | +6.9% |
| 30D | +20.2% | 0.0% | +20.2% | +19.9% |
| 3M | +3.5% | +3.0% | +0.5% | +0.5% |
| 6M | -28.9% | +35.7% | -64.6% | -42.9% |
| YTD | -45.1% | +23.3% | -68.4% | -53.0% |
| 1Y | -66.2% | +44.7% | -110.9% | -74.2% |
| 3Y | +53.5% | +178.0% | -124.5% | -30.0% |
| 5Y | -48.4% | +143.2% | -191.6% | -75.7% |
| All | -35.9% | +212.5% | -248.5% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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