-46.6%
COIN vs MRSH
+51.8%
-98.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | -5.1% | -4.8% | -0.3% | -1.7% |
| 30D | +17.6% | -6.3% | +23.9% | +23.0% |
| 3M | +9.2% | +5.8% | +3.4% | +3.4% |
| 6M | -11.8% | +2.8% | -14.6% | -15.8% |
| YTD | -22.5% | -3.1% | -19.4% | -23.1% |
| 1Y | -45.9% | -11.3% | -34.6% | -42.4% |
| 3Y | +117.4% | -5.0% | +122.4% | +99.9% |
| 5Y | -29.4% | +19.2% | -48.6% | -51.9% |
| All | -46.6% | +51.8% | -98.5% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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