-37.7%
RBLX vs MTSI
+330.3%
-367.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.9% | +2.7% |
| 7D | +12.4% | +1.4% | +11.0% | +11.7% |
| 30D | +19.7% | +2.1% | +17.6% | +16.2% |
| 3M | -0.1% | -29.7% | +29.6% | +13.4% |
| 6M | -35.7% | +12.5% | -48.3% | -46.0% |
| YTD | -46.6% | +57.0% | -103.6% | -63.3% |
| 1Y | -66.6% | +103.9% | -170.6% | -80.8% |
| 3Y | +52.3% | +223.6% | -171.3% | -45.2% |
| 5Y | -47.7% | +321.6% | -369.3% | -85.5% |
| All | -37.7% | +330.3% | -367.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling