-31.9%
COIN vs MS
+144.3%
-176.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -1.8% |
| 7D | -0.1% | +1.7% | -1.8% | -2.0% |
| 30D | +17.5% | 0.0% | +17.5% | +17.4% |
| 3M | +12.4% | +3.0% | +9.4% | +7.3% |
| 6M | -12.5% | +35.7% | -48.2% | -42.5% |
| YTD | -22.7% | +23.3% | -46.0% | -42.5% |
| 1Y | -45.2% | +44.7% | -89.9% | -67.1% |
| 3Y | +112.8% | +178.0% | -65.2% | -45.1% |
| 5Y | -31.9% | +143.2% | -175.0% | -80.0% |
| All | -31.9% | +144.3% | -176.2% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling