-61.1%
COIN vs MOD
+789.0%
-850.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +27.9% | -30.2% | -11.9% |
| 7D | -5.3% | +40.4% | -45.7% | -17.5% |
| 30D | -26.2% | -14.0% | -12.2% | -24.3% |
| 3M | -17.1% | -33.3% | +16.3% | -7.4% |
| 6M | -36.7% | -51.4% | +14.7% | -23.3% |
| YTD | -43.6% | +1.6% | -45.2% | -51.6% |
| 1Y | -54.9% | +5.4% | -60.3% | -62.6% |
| 3Y | +37.8% | +191.0% | -153.2% | -30.1% |
| 5Y | -62.8% | +1,093.1% | -1,155.9% | -90.7% |
| All | -61.1% | +789.0% | -850.1% | -90.5% |
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