-61.9%
COIN vs MAS
+39.2%
-101.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.1% |
| 7D | -6.1% | +2.0% | -8.1% | -7.5% |
| 30D | -24.5% | +19.4% | -43.9% | -34.4% |
| 3M | -7.3% | +9.4% | -16.7% | -14.2% |
| 6M | -31.9% | +15.3% | -47.3% | -41.0% |
| YTD | -40.4% | +31.3% | -71.7% | -55.8% |
| 1Y | -54.4% | +34.9% | -89.2% | -67.2% |
| 3Y | +56.0% | +58.6% | -2.6% | -16.2% |
| All | -61.9% | +39.2% | -101.1% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling