-66.2%
RBLX vs MTSI
+119.6%
-185.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.2% |
| 7D | +8.0% | +11.1% | -3.1% | +6.5% |
| 30D | +20.2% | -3.7% | +23.8% | +20.4% |
| 3M | +3.5% | -20.2% | +23.8% | +6.9% |
| 6M | -28.9% | +30.8% | -59.7% | -40.1% |
| YTD | -45.1% | +67.0% | -112.1% | -57.4% |
| 1Y | -66.2% | +120.4% | -186.7% | -75.0% |
| All | -66.2% | +119.6% | -185.8% | -75.0% |
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