+28.8%
RBLX vs MSI
+76.4%
-47.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +1.2% | +3.2% | -2.0% | +0.2% |
| 30D | +5.0% | +17.6% | -12.6% | -0.6% |
| 3M | +31.5% | +14.5% | +17.0% | +25.6% |
| 6M | +18.9% | +34.3% | -15.3% | +6.9% |
| YTD | -38.4% | +39.7% | -78.1% | -45.8% |
| 1Y | -50.7% | +40.2% | -90.9% | -56.7% |
| 3Y | +28.8% | +77.1% | -48.3% | -12.2% |
| All | +28.8% | +76.4% | -47.6% | -12.2% |
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