-55.0%
RBLX vs MS
+113.7%
-168.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | +14.7% | -1.6% | +16.2% | +16.0% |
| 30D | +6.2% | -3.8% | +10.0% | +9.4% |
| 3M | +36.8% | -14.6% | +51.4% | +52.2% |
| 6M | +12.7% | -5.1% | +17.7% | +14.6% |
| YTD | -39.2% | +4.5% | -43.7% | -42.7% |
| 1Y | -51.3% | +13.5% | -64.9% | -57.0% |
| 3Y | +45.6% | +160.4% | -114.8% | -39.7% |
| All | -55.0% | +113.7% | -168.7% | -78.4% |
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 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