-46.6%
COIN vs MO
+102.4%
-149.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | +17.6% | +7.1% | +10.4% | +16.7% |
| 3M | +9.2% | -2.0% | +11.2% | +9.1% |
| 6M | -11.8% | +7.3% | -19.1% | -13.7% |
| YTD | -22.5% | +23.5% | -46.0% | -27.0% |
| 1Y | -45.9% | +11.0% | -56.9% | -47.7% |
| 3Y | +117.4% | +95.0% | +22.4% | +61.2% |
| 5Y | -29.4% | +100.6% | -130.1% | -45.8% |
| All | -46.6% | +102.4% | -149.0% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling