-46.8%
COIN vs MSI
+159.3%
-206.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.9% |
| 7D | -0.1% | -4.0% | +3.8% | +2.7% |
| 30D | +17.5% | -0.5% | +18.0% | +17.6% |
| 3M | +12.4% | +11.4% | +1.0% | +2.3% |
| 6M | -12.5% | +1.0% | -13.5% | -15.1% |
| YTD | -22.7% | +20.7% | -43.4% | -36.4% |
| 1Y | -45.2% | -2.7% | -42.5% | -45.8% |
| 3Y | +112.8% | +68.2% | +44.6% | +20.5% |
| 5Y | -31.9% | +100.0% | -131.8% | -70.7% |
| All | -46.8% | +159.3% | -206.1% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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