+116.7%
COIN vs MOD
+290.9%
-174.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -1.2% |
| 7D | -0.1% | +3.6% | -3.7% | -1.4% |
| 30D | +17.5% | -2.6% | +20.2% | +18.3% |
| 3M | +12.4% | -33.1% | +45.5% | +26.8% |
| 6M | -12.5% | -7.5% | -5.0% | -15.6% |
| YTD | -22.7% | +39.3% | -62.0% | -39.6% |
| 1Y | -45.2% | +34.3% | -79.4% | -57.4% |
| All | +116.7% | +290.9% | -174.1% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling