-45.5%
COIN vs MS
+222.2%
-267.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.3% |
| 7D | +1.2% | +2.5% | -1.3% | -1.5% |
| 30D | +16.5% | 0.0% | +16.5% | +16.5% |
| 3M | +10.4% | +2.4% | +7.9% | +6.5% |
| 6M | -9.3% | +36.4% | -45.7% | -39.1% |
| YTD | -20.9% | +23.8% | -44.7% | -40.1% |
| 1Y | -40.8% | +48.6% | -89.4% | -64.3% |
| 3Y | +118.0% | +179.1% | -61.2% | -36.6% |
| 5Y | -30.7% | +144.8% | -175.5% | -78.2% |
| All | -45.5% | +222.2% | -267.7% | -81.2% |
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