-50.7%
RBLX vs MS
+15.2%
-65.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.3% |
| 7D | +1.2% | +5.1% | -3.8% | -1.3% |
| 30D | +5.0% | +5.7% | -0.7% | +2.6% |
| 3M | +31.5% | -12.2% | +43.7% | +38.4% |
| 6M | +18.9% | -0.5% | +19.4% | +14.7% |
| YTD | -38.4% | +9.8% | -48.2% | -45.5% |
| 1Y | -50.7% | +17.7% | -68.4% | -58.6% |
| All | -50.7% | +15.2% | -65.9% | -58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling