-51.4%
RBLX vs MTSI
+30.7%
-82.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +12.6% | -3.8% | +16.5% | +12.7% |
| 30D | +6.4% | -31.4% | +37.8% | +9.1% |
| 3M | +38.2% | -23.8% | +61.9% | +40.3% |
| 6M | +22.1% | -37.1% | +59.2% | +26.3% |
| YTD | -36.8% | +32.2% | -69.1% | -54.4% |
| 1Y | -51.4% | +26.9% | -78.4% | -64.0% |
| All | -51.4% | +30.7% | -82.1% | -64.0% |
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