-43.8%
COIN vs MOD
+1,175.6%
-1,219.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.3% | -8.5% | -5.8% |
| 7D | +3.4% | +9.6% | -6.2% | -0.1% |
| 30D | +23.2% | 0.0% | +23.2% | +22.9% |
| 3M | +12.5% | -35.4% | +47.9% | +29.1% |
| 6M | -11.6% | -7.3% | -4.4% | -14.5% |
| YTD | -18.4% | +45.8% | -64.2% | -36.4% |
| 1Y | -39.8% | +43.1% | -83.0% | -53.6% |
| 3Y | +136.7% | +297.7% | -160.9% | +10.3% |
| 5Y | -33.7% | +1,478.8% | -1,512.4% | -85.1% |
| All | -43.8% | +1,175.6% | -1,219.4% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling