-36.0%
RBLX vs MTSI
+183.3%
-219.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.4% | -0.8% |
| 7D | +14.7% | -10.0% | +24.7% | +18.4% |
| 30D | +6.2% | -37.2% | +43.4% | +25.4% |
| 3M | +36.8% | -30.1% | +66.8% | +50.5% |
| 6M | +12.7% | -31.9% | +44.6% | +17.8% |
| YTD | -39.2% | +23.2% | -62.3% | -55.6% |
| 1Y | -51.3% | +26.4% | -77.7% | -65.2% |
| 3Y | +45.6% | +186.2% | -140.5% | -50.6% |
| All | -36.0% | +183.3% | -219.3% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling