-66.2%
RBLX vs MS
+48.4%
-114.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +8.0% | +1.7% | +6.4% | +7.2% |
| 30D | +20.2% | 0.0% | +20.2% | +20.0% |
| 3M | +3.5% | +3.0% | +0.5% | +1.0% |
| 6M | -28.9% | +35.7% | -64.6% | -41.8% |
| YTD | -45.1% | +23.3% | -68.4% | -52.5% |
| 1Y | -66.2% | +44.7% | -110.9% | -72.5% |
| All | -66.2% | +48.4% | -114.6% | -72.5% |
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 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