+125.7%
COIN vs MAS
+33.4%
+92.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -6.0% | -4.9% |
| 7D | +3.4% | -0.8% | +4.1% | +3.7% |
| 30D | +23.2% | -5.6% | +28.7% | +26.1% |
| 3M | +12.5% | +4.4% | +8.0% | +9.3% |
| 6M | -11.6% | +7.2% | -18.8% | -15.8% |
| YTD | -18.4% | +16.1% | -34.5% | -26.9% |
| 1Y | -39.8% | +0.1% | -39.9% | -41.5% |
| All | +125.7% | +33.4% | +92.4% | +107.1% |
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 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