-46.6%
COIN vs MOS
-11.6%
-35.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.0% |
| 7D | -5.1% | -1.7% | -3.4% | -4.6% |
| 30D | +17.6% | +12.4% | +5.2% | +13.0% |
| 3M | +9.2% | +20.5% | -11.2% | +2.1% |
| 6M | -11.8% | -12.0% | +0.2% | -9.5% |
| YTD | -22.5% | +7.4% | -29.9% | -26.9% |
| 1Y | -45.9% | -22.5% | -23.4% | -42.5% |
| 3Y | +117.4% | -25.5% | +142.9% | +126.1% |
| 5Y | -29.4% | -10.1% | -19.3% | -26.4% |
| All | -46.6% | -11.6% | -35.1% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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