+117.4%
COIN vs MAGS
+128.4%
-11.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.3% |
| 7D | -5.1% | +0.6% | -5.7% | -5.9% |
| 30D | +17.6% | +3.2% | +14.4% | +12.9% |
| 3M | +9.2% | +7.7% | +1.6% | -1.9% |
| 6M | -11.8% | +12.5% | -24.2% | -25.0% |
| YTD | -22.5% | +6.0% | -28.5% | -27.7% |
| 1Y | -45.9% | +14.4% | -60.3% | -54.2% |
| 3Y | +117.4% | +127.5% | -10.1% | -8.5% |
| All | +117.4% | +128.4% | -11.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling