-50.7%
COIN vs MOD
-33.0%
-17.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -21.4% | +25.6% | +7.2% |
| 7D | -6.7% | -31.3% | +24.7% | -1.7% |
| 30D | -19.5% | -46.1% | +26.6% | -12.2% |
| 3M | +0.5% | -51.1% | +51.6% | +10.8% |
| 6M | -25.4% | -62.1% | +36.7% | -15.9% |
| YTD | -33.0% | -26.2% | -6.8% | -31.7% |
| 1Y | -50.7% | -32.6% | -18.1% | -50.7% |
| All | -50.7% | -33.0% | -17.7% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling