-46.6%
COIN vs MS
+219.4%
-266.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.7% |
| 7D | -5.1% | -1.5% | -3.5% | -3.2% |
| 30D | +17.6% | -1.5% | +19.1% | +19.7% |
| 3M | +9.2% | +1.4% | +7.9% | +6.7% |
| 6M | -11.8% | +34.7% | -46.5% | -39.8% |
| YTD | -22.5% | +22.7% | -45.2% | -40.7% |
| 1Y | -45.9% | +40.1% | -86.0% | -64.9% |
| 3Y | +117.4% | +181.4% | -64.0% | -37.4% |
| 5Y | -29.4% | +142.6% | -172.0% | -77.6% |
| All | -46.6% | +219.4% | -266.1% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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