-28.2%
RBLX vs MS
+178.4%
-206.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.4% |
| 7D | +1.2% | +5.1% | -3.8% | -1.9% |
| 30D | +5.0% | +5.7% | -0.7% | +1.7% |
| 3M | +31.5% | -12.2% | +43.7% | +42.6% |
| 6M | +18.9% | -0.5% | +19.4% | +17.6% |
| YTD | -38.4% | +9.8% | -48.2% | -43.4% |
| 1Y | -50.7% | +17.7% | -68.4% | -56.8% |
| 3Y | +28.8% | +176.8% | -148.0% | -42.0% |
| 5Y | -53.6% | +123.7% | -177.3% | -76.6% |
| All | -28.2% | +178.4% | -206.5% | -64.5% |
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