-52.6%
RBLX vs MTSI
+59.5%
-112.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.0% | +9.5% | +8.6% |
| 7D | -7.5% | -10.7% | +3.2% | -6.6% |
| 30D | +10.6% | -29.0% | +39.6% | +13.1% |
| 3M | +33.3% | -14.7% | +48.0% | +33.4% |
| 6M | +3.7% | -20.1% | +23.7% | -1.2% |
| YTD | -39.1% | +36.1% | -75.3% | -53.2% |
| 1Y | -52.6% | +61.7% | -114.4% | -64.2% |
| All | -52.6% | +59.5% | -112.2% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling