-37.7%
RBLX vs MSCI
+45.4%
-83.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.6% |
| 7D | +12.4% | +0.4% | +12.0% | +12.0% |
| 30D | +19.7% | +0.6% | +19.1% | +19.0% |
| 3M | -0.1% | -7.1% | +7.0% | +4.5% |
| 6M | -35.7% | +0.8% | -36.6% | -37.1% |
| YTD | -46.6% | +1.0% | -47.5% | -48.2% |
| 1Y | -66.6% | +4.3% | -70.9% | -69.1% |
| 3Y | +52.3% | +9.9% | +42.3% | +23.4% |
| 5Y | -47.7% | -6.8% | -41.0% | -52.4% |
| All | -37.7% | +45.4% | -83.1% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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