+7.8%
COIN vs MSTZ
-99.1%
+106.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +0.5% |
| 7D | -5.1% | +17.0% | -22.1% | +0.3% |
| 30D | +17.6% | -61.8% | +79.4% | -5.9% |
| 3M | +9.2% | -54.6% | +63.8% | +0.6% |
| 6M | -11.8% | -59.3% | +47.5% | -11.8% |
| YTD | -22.5% | -74.6% | +52.1% | -18.7% |
| 1Y | -45.9% | -18.8% | -27.1% | -9.3% |
| All | +7.8% | -99.1% | +106.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 3y: compounded portfolio wealth divided by compounded MSTZ 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…
3y analysis · Full analysis span regression · 6 months rolling