+7.4%
COIN vs MSTU
-87.2%
+94.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.1% | -0.6% |
| 7D | -0.1% | +12.9% | -13.0% | -5.3% |
| 30D | +17.5% | +68.3% | -50.8% | -4.3% |
| 3M | +12.4% | +0.4% | +12.0% | +3.8% |
| 6M | -12.5% | -41.5% | +29.0% | -7.7% |
| YTD | -22.7% | -61.7% | +39.0% | -12.6% |
| 1Y | -45.2% | -93.7% | +48.5% | +4.3% |
| All | +7.4% | -87.2% | +94.6% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling