-45.5%
COIN vs MAS
+24.9%
-70.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -1.3% |
| 7D | +1.2% | +1.0% | +0.2% | +0.4% |
| 30D | +16.5% | -8.1% | +24.6% | +23.7% |
| 3M | +10.4% | +3.3% | +7.1% | +5.0% |
| 6M | -9.3% | +12.4% | -21.7% | -20.5% |
| YTD | -20.9% | +13.3% | -34.2% | -33.3% |
| 1Y | -40.8% | -4.7% | -36.1% | -42.2% |
| 3Y | +118.0% | +33.0% | +85.0% | +41.6% |
| 5Y | -30.7% | +33.9% | -64.6% | -54.2% |
| All | -45.5% | +24.9% | -70.4% | -63.5% |
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