-31.9%
COIN vs MOD
+1,517.1%
-1,549.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -1.1% |
| 7D | -0.1% | +3.6% | -3.7% | -1.5% |
| 30D | +17.5% | -2.6% | +20.2% | +18.4% |
| 3M | +12.4% | -33.1% | +45.5% | +28.0% |
| 6M | -12.5% | -7.5% | -5.0% | -15.6% |
| YTD | -22.7% | +39.3% | -62.0% | -39.9% |
| 1Y | -45.2% | +34.3% | -79.4% | -57.5% |
| 3Y | +112.8% | +296.2% | -183.3% | -9.9% |
| 5Y | -31.9% | +1,504.6% | -1,536.4% | -88.1% |
| All | -31.9% | +1,517.1% | -1,549.0% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling