-35.4%
RBLX vs MSI
+177.4%
-212.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | +8.1% | -1.8% | +9.9% | +9.3% |
| 30D | +23.9% | -0.6% | +24.5% | +24.0% |
| 3M | +8.1% | +13.0% | -4.9% | -2.0% |
| 6M | -23.7% | +0.5% | -24.2% | -25.1% |
| YTD | -44.6% | +21.7% | -66.3% | -53.3% |
| 1Y | -66.2% | -2.6% | -63.6% | -66.5% |
| 3Y | +54.7% | +69.7% | -15.0% | -12.7% |
| 5Y | -48.9% | +102.8% | -151.7% | -77.5% |
| All | -35.4% | +177.4% | -212.8% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling