-47.5%
COIN vs MOD
+1,074.7%
-1,122.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.1% |
| 7D | -10.6% | -3.9% | -6.6% | -9.4% |
| 30D | +16.0% | -9.6% | +25.6% | +20.1% |
| 3M | +11.9% | -30.6% | +42.5% | +24.8% |
| 6M | -12.3% | -10.9% | -1.4% | -13.8% |
| YTD | -23.8% | +34.3% | -58.1% | -38.8% |
| 1Y | -45.4% | +18.3% | -63.7% | -54.4% |
| 3Y | +109.9% | +281.9% | -172.0% | -0.8% |
| 5Y | -30.6% | +1,486.4% | -1,517.0% | -83.8% |
| All | -47.5% | +1,074.7% | -1,122.2% | -88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling