-24.3%
RBLX vs MTSI
+299.7%
-324.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.3% | -7.5% | -1.5% |
| 7D | +6.7% | +7.2% | -0.5% | +2.4% |
| 30D | +6.1% | -18.4% | +24.6% | +13.1% |
| 3M | +45.3% | -16.7% | +61.9% | +48.9% |
| 6M | +27.4% | -31.7% | +59.1% | +37.0% |
| YTD | -35.1% | +45.9% | -81.0% | -56.0% |
| 1Y | -49.7% | +47.0% | -96.7% | -66.2% |
| 3Y | +36.9% | +224.1% | -187.1% | -54.1% |
| 5Y | -46.4% | +238.5% | -284.9% | -83.9% |
| All | -24.3% | +299.7% | -324.0% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling