+29.6%
RBLX vs MS
+161.2%
-131.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +14.7% | -1.6% | +16.2% | +15.7% |
| 30D | +6.2% | -3.8% | +10.0% | +8.5% |
| 3M | +36.8% | -14.6% | +51.4% | +47.3% |
| 6M | +12.7% | -5.1% | +17.7% | +14.0% |
| YTD | -39.2% | +4.5% | -43.7% | -41.7% |
| 1Y | -51.3% | +13.5% | -64.9% | -55.2% |
| All | +29.6% | +161.2% | -131.7% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling