-60.2%
COIN vs MAS
+49.4%
-109.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.7% |
| 7D | -4.5% | +1.2% | -5.7% | -5.3% |
| 30D | -28.1% | +21.6% | -49.7% | -38.1% |
| 3M | -12.3% | +14.1% | -26.4% | -21.1% |
| 6M | -37.1% | +22.6% | -59.7% | -47.6% |
| YTD | -42.2% | +35.4% | -77.7% | -57.6% |
| 1Y | -57.0% | +37.5% | -94.5% | -69.1% |
| 3Y | +40.6% | +58.3% | -17.7% | -19.7% |
| 5Y | -61.9% | +39.1% | -101.0% | -77.0% |
| All | -60.2% | +49.4% | -109.6% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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