-35.9%
RBLX vs MTSI
+357.7%
-393.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -2.6% |
| 7D | +8.0% | +11.1% | -3.1% | +2.9% |
| 30D | +20.2% | -3.7% | +23.8% | +20.8% |
| 3M | +3.5% | -20.2% | +23.8% | +10.7% |
| 6M | -28.9% | +30.8% | -59.7% | -44.6% |
| YTD | -45.1% | +67.0% | -112.1% | -63.3% |
| 1Y | -66.2% | +120.4% | -186.7% | -81.3% |
| 3Y | +53.5% | +260.4% | -206.9% | -48.3% |
| 5Y | -48.4% | +356.3% | -404.7% | -86.2% |
| All | -35.9% | +357.7% | -393.7% | -83.2% |
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 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