-61.1%
COIN vs MTSI
+293.3%
-354.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | +0.9% |
| 7D | -5.3% | +10.0% | -15.3% | -10.9% |
| 30D | -26.2% | -20.3% | -5.8% | -18.2% |
| 3M | -17.1% | -24.4% | +7.4% | -8.7% |
| 6M | -36.7% | -39.2% | +2.4% | -24.6% |
| YTD | -43.6% | +35.5% | -79.0% | -65.8% |
| 1Y | -54.9% | +43.0% | -98.0% | -73.9% |
| 3Y | +37.8% | +196.3% | -158.5% | -62.6% |
| 5Y | -62.8% | +210.0% | -272.8% | -91.7% |
| All | -61.1% | +293.3% | -354.4% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling