+37.8%
COIN vs MOD
+201.5%
-163.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +27.9% | -30.2% | -11.3% |
| 7D | -5.3% | +40.4% | -45.7% | -16.9% |
| 30D | -26.2% | -14.0% | -12.2% | -24.1% |
| 3M | -17.1% | -33.3% | +16.3% | -7.4% |
| 6M | -36.7% | -51.4% | +14.7% | -23.4% |
| YTD | -43.6% | +1.6% | -45.2% | -52.3% |
| 1Y | -54.9% | +5.4% | -60.3% | -63.3% |
| 3Y | +37.8% | +191.0% | -153.2% | -35.4% |
| All | +37.8% | +201.5% | -163.7% | -35.4% |
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