-0.9%
RBLX vs MSTZ
-99.1%
+98.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.8% | +1.5% |
| 7D | +8.1% | +24.8% | -16.7% | +10.6% |
| 30D | +23.9% | -59.2% | +83.1% | +15.4% |
| 3M | +8.1% | -56.9% | +65.0% | +3.7% |
| 6M | -23.7% | -57.6% | +33.9% | -25.9% |
| YTD | -44.6% | -73.6% | +29.0% | -46.0% |
| 1Y | -66.2% | -15.6% | -50.7% | -62.1% |
| All | -0.9% | -99.1% | +98.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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