+7.8%
COIN vs MSTU
-87.7%
+95.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.8% | +0.5% |
| 7D | -5.1% | -16.6% | +11.5% | +0.6% |
| 30D | +17.6% | +69.7% | -52.1% | -4.5% |
| 3M | +9.2% | -7.5% | +16.7% | +3.6% |
| 6M | -11.8% | -43.1% | +31.4% | -6.1% |
| YTD | -22.5% | -63.0% | +40.5% | -11.4% |
| 1Y | -45.9% | -93.8% | +47.9% | +3.6% |
| All | +7.8% | -87.7% | +95.4% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling