-45.5%
COIN vs MSCI
+27.1%
-72.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | +0.2% |
| 7D | +1.2% | -2.1% | +3.3% | +3.2% |
| 30D | +16.5% | -1.7% | +18.2% | +18.2% |
| 3M | +10.4% | -8.2% | +18.6% | +16.6% |
| 6M | -9.3% | -2.4% | -6.8% | -10.3% |
| YTD | -20.9% | -2.8% | -18.1% | -22.3% |
| 1Y | -40.8% | -2.7% | -38.1% | -43.2% |
| 3Y | +118.0% | +7.3% | +110.7% | +71.7% |
| 5Y | -30.7% | -11.4% | -19.3% | -41.4% |
| All | -45.5% | +27.1% | -72.6% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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