-48.4%
RBLX vs MS
+144.3%
-192.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +8.0% | +1.7% | +6.4% | +6.8% |
| 30D | +20.2% | 0.0% | +20.2% | +19.9% |
| 3M | +3.5% | +3.0% | +0.5% | +0.3% |
| 6M | -28.9% | +35.7% | -64.6% | -43.7% |
| YTD | -45.1% | +23.3% | -68.4% | -53.5% |
| 1Y | -66.2% | +44.7% | -110.9% | -74.7% |
| 3Y | +53.5% | +178.0% | -124.5% | -34.7% |
| 5Y | -48.4% | +143.2% | -191.6% | -77.3% |
| All | -48.4% | +144.3% | -192.8% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling