-1.0%
RBLX vs MSTU
-86.5%
+85.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.6% | +12.1% | +4.4% |
| 7D | +10.2% | +16.1% | -5.9% | +7.8% |
| 30D | +18.6% | +68.7% | -50.0% | +10.5% |
| 3M | +6.0% | -11.0% | +16.9% | +3.2% |
| 6M | -29.5% | -33.4% | +3.9% | -31.5% |
| YTD | -44.7% | -59.5% | +14.8% | -45.3% |
| 1Y | -65.1% | -93.4% | +28.2% | -59.6% |
| All | -1.0% | -86.5% | +85.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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