-61.1%
COIN vs MS
+185.8%
-246.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -3.3% |
| 7D | -5.3% | +5.1% | -10.4% | -10.8% |
| 30D | -26.2% | +5.7% | -31.8% | -30.7% |
| 3M | -17.1% | -12.2% | -4.9% | -3.3% |
| 6M | -36.7% | -0.5% | -36.2% | -37.3% |
| YTD | -43.6% | +9.8% | -53.4% | -50.8% |
| 1Y | -54.9% | +17.7% | -72.6% | -63.8% |
| 3Y | +37.8% | +176.8% | -139.0% | -59.6% |
| 5Y | -62.8% | +123.7% | -186.5% | -86.5% |
| All | -61.1% | +185.8% | -246.9% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling