-58.5%
COIN vs MAS
+51.9%
-110.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | -2.3% |
| 7D | -1.3% | +3.3% | -4.5% | -3.5% |
| 30D | -24.1% | +25.5% | -49.6% | -36.2% |
| 3M | -11.4% | +11.8% | -23.2% | -19.1% |
| 6M | -32.3% | +21.3% | -53.7% | -43.2% |
| YTD | -39.8% | +37.7% | -77.6% | -56.4% |
| 1Y | -56.0% | +41.0% | -97.0% | -69.0% |
| 3Y | +46.6% | +63.0% | -16.4% | -18.5% |
| 5Y | -61.9% | +44.1% | -106.0% | -77.4% |
| All | -58.5% | +51.9% | -110.5% | -76.1% |
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