+56.0%
COIN vs MAS
+58.1%
-2.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.7% |
| 7D | -6.1% | +2.0% | -8.1% | -6.8% |
| 30D | -24.5% | +19.4% | -43.9% | -30.1% |
| 3M | -7.3% | +9.4% | -16.7% | -11.0% |
| 6M | -31.9% | +15.3% | -47.3% | -36.7% |
| YTD | -40.4% | +31.3% | -71.7% | -49.4% |
| 1Y | -54.4% | +34.9% | -89.2% | -62.0% |
| 3Y | +56.0% | +58.6% | -2.6% | +41.8% |
| All | +56.0% | +58.1% | -2.1% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling