-41.7%
COIN vs MO
+107.2%
-148.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.9% | +9.0% |
| 7D | +3.7% | +2.5% | +1.2% | +3.5% |
| 30D | +28.9% | +7.5% | +21.5% | +28.0% |
| 3M | +19.8% | -0.4% | +20.2% | +19.5% |
| 6M | -2.1% | +7.3% | -9.4% | -3.9% |
| YTD | -15.3% | +26.4% | -41.7% | -20.4% |
| 1Y | -40.7% | +13.1% | -53.9% | -42.8% |
| 3Y | +129.4% | +96.8% | +32.6% | +71.0% |
| 5Y | -21.2% | +111.0% | -132.2% | -40.1% |
| All | -41.7% | +107.2% | -148.9% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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