-46.6%
COIN vs MA
+55.7%
-102.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.1% |
| 7D | -5.1% | -1.7% | -3.4% | -3.4% |
| 30D | +17.6% | +1.7% | +15.9% | +15.2% |
| 3M | +9.2% | +17.2% | -7.9% | -7.4% |
| 6M | -11.8% | +13.3% | -25.1% | -23.4% |
| YTD | -22.5% | +0.2% | -22.7% | -24.5% |
| 1Y | -45.9% | -2.7% | -43.2% | -46.0% |
| 3Y | +117.4% | +39.1% | +78.3% | +44.8% |
| 5Y | -29.4% | +68.8% | -98.2% | -59.7% |
| All | -46.6% | +55.7% | -102.3% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling