-50.7%
COIN vs MA
+24.3%
-75.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.2% | +3.0% |
| 7D | -6.7% | +10.2% | -16.9% | -9.5% |
| 30D | -19.5% | +19.3% | -38.8% | -23.7% |
| 3M | +0.5% | +18.0% | -17.5% | -4.7% |
| 6M | -25.4% | +33.7% | -59.1% | -31.9% |
| YTD | -33.0% | +18.6% | -51.6% | -38.5% |
| 1Y | -50.7% | +22.5% | -73.2% | -54.7% |
| All | -50.7% | +24.3% | -75.0% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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