+55.9%
RBLX vs MSI
+68.0%
-12.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +8.0% | -4.0% | +12.0% | +9.4% |
| 30D | +20.2% | -0.5% | +20.6% | +20.1% |
| 3M | +3.5% | +11.4% | -7.9% | -1.1% |
| 6M | -28.9% | +1.0% | -29.9% | -30.0% |
| YTD | -45.1% | +20.7% | -65.7% | -49.3% |
| 1Y | -66.2% | -2.7% | -63.5% | -66.3% |
| All | +55.9% | +68.0% | -12.1% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling