-1.7%
RBLX vs MSTZ
-99.2%
+97.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.1% | -0.1% |
| 7D | +8.0% | -23.6% | +31.6% | +5.9% |
| 30D | +20.2% | -60.7% | +80.9% | +11.5% |
| 3M | +3.5% | -58.3% | +61.8% | -1.0% |
| 6M | -28.9% | -60.0% | +31.1% | -31.4% |
| YTD | -45.1% | -75.2% | +30.2% | -46.8% |
| 1Y | -66.2% | -19.9% | -46.3% | -62.3% |
| All | -1.7% | -99.2% | +97.5% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling