-50.7%
COIN vs MTSI
+59.5%
-110.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | -6.7% | -10.7% | +4.0% | -5.2% |
| 30D | -19.5% | -29.0% | +9.5% | -16.2% |
| 3M | +0.5% | -14.7% | +15.2% | +1.7% |
| 6M | -25.4% | -20.1% | -5.3% | -26.9% |
| YTD | -33.0% | +36.1% | -69.1% | -44.7% |
| 1Y | -50.7% | +61.7% | -112.5% | -63.0% |
| All | -50.7% | +59.5% | -110.2% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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