+116.7%
COIN vs MS
+176.5%
-59.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -1.9% |
| 7D | -0.1% | +1.7% | -1.8% | -1.8% |
| 30D | +17.5% | 0.0% | +17.5% | +17.4% |
| 3M | +12.4% | +3.0% | +9.4% | +7.8% |
| 6M | -12.5% | +35.7% | -48.2% | -40.5% |
| YTD | -22.7% | +23.3% | -46.0% | -40.9% |
| 1Y | -45.2% | +44.7% | -89.9% | -65.6% |
| All | +116.7% | +176.5% | -59.8% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling