-26.3%
RBLX vs MTSI
+262.3%
-288.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | +12.6% | -3.8% | +16.5% | +13.2% |
| 30D | +6.4% | -31.4% | +37.8% | +21.8% |
| 3M | +38.2% | -23.8% | +61.9% | +47.0% |
| 6M | +22.1% | -37.1% | +59.2% | +35.8% |
| YTD | -36.8% | +32.2% | -69.1% | -55.4% |
| 1Y | -51.4% | +26.9% | -78.4% | -65.0% |
| 3Y | +33.2% | +193.7% | -160.5% | -53.4% |
| 5Y | -46.3% | +218.0% | -264.3% | -83.5% |
| All | -26.3% | +262.3% | -288.7% | -79.6% |
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 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