-35.5%
RBLX vs MSI
+176.9%
-212.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.2% |
| 7D | +10.2% | -5.8% | +16.0% | +14.5% |
| 30D | +18.6% | -1.0% | +19.6% | +19.0% |
| 3M | +6.0% | +14.2% | -8.2% | -4.6% |
| 6M | -29.5% | +1.0% | -30.5% | -31.1% |
| YTD | -44.7% | +21.5% | -66.2% | -53.3% |
| 1Y | -65.1% | -2.1% | -63.0% | -65.5% |
| 3Y | +54.5% | +69.3% | -14.8% | -12.7% |
| 5Y | -46.3% | +99.3% | -145.6% | -76.2% |
| All | -35.5% | +176.9% | -212.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling