-7.6%
COIN vs MS
+39.4%
-47.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.4% | -4.4% |
| 7D | +3.4% | +1.4% | +2.0% | +2.2% |
| 30D | +23.2% | -0.3% | +23.4% | +23.2% |
| 3M | +12.5% | +0.3% | +12.2% | +11.4% |
| All | -7.6% | +39.4% | -47.0% | -33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling