-46.6%
COIN vs MOH
-16.0%
-30.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.2% | +1.6% |
| 7D | -5.1% | +1.7% | -6.8% | -5.2% |
| 30D | +17.6% | -0.9% | +18.5% | +17.6% |
| 3M | +9.2% | +5.7% | +3.5% | +8.9% |
| 6M | -11.8% | +39.1% | -50.9% | -13.8% |
| YTD | -22.5% | +17.7% | -40.2% | -24.1% |
| 1Y | -45.9% | +8.4% | -54.3% | -46.8% |
| 3Y | +117.4% | -36.6% | +154.0% | +117.1% |
| 5Y | -29.4% | -19.1% | -10.3% | -31.0% |
| All | -46.6% | -16.0% | -30.6% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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