-43.8%
COIN vs MAS
+28.1%
-71.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -6.0% | -5.5% |
| 7D | +3.4% | -0.8% | +4.1% | +3.9% |
| 30D | +23.2% | -5.6% | +28.7% | +28.3% |
| 3M | +12.5% | +4.4% | +8.0% | +6.2% |
| 6M | -11.6% | +7.2% | -18.8% | -19.4% |
| YTD | -18.4% | +16.1% | -34.5% | -32.5% |
| 1Y | -39.8% | +0.1% | -39.9% | -43.7% |
| 3Y | +136.7% | +28.3% | +108.4% | +61.4% |
| 5Y | -33.7% | +30.5% | -64.2% | -56.5% |
| All | -43.8% | +28.1% | -71.8% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling