-50.7%
COIN vs MSTU
-88.0%
+37.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.3% | -6.2% | +0.4% |
| 7D | -6.7% | -4.8% | -1.8% | -5.2% |
| 30D | -19.5% | -29.6% | +10.0% | -10.5% |
| 3M | +0.5% | +69.4% | -68.9% | -22.5% |
| 6M | -25.4% | -62.2% | +36.9% | -7.7% |
| YTD | -33.0% | -61.1% | +28.1% | -27.1% |
| 1Y | -50.7% | -87.2% | +36.5% | -24.1% |
| All | -50.7% | -88.0% | +37.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling