-37.7%
RBLX vs MS
+216.0%
-253.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.2% |
| 7D | +12.4% | +1.4% | +11.0% | +11.4% |
| 30D | +19.7% | -0.3% | +19.9% | +19.7% |
| 3M | -0.1% | +0.3% | -0.4% | -1.3% |
| 6M | -35.7% | +31.3% | -67.1% | -47.2% |
| YTD | -46.6% | +24.7% | -71.2% | -54.6% |
| 1Y | -66.6% | +47.9% | -114.5% | -74.9% |
| 3Y | +52.3% | +178.3% | -126.1% | -30.5% |
| 5Y | -47.7% | +144.9% | -192.6% | -75.5% |
| All | -37.7% | +216.0% | -253.6% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling