-46.6%
COIN vs MTSI
+365.9%
-412.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | -5.1% | +2.2% | -7.3% | -6.6% |
| 30D | +17.6% | -11.5% | +29.1% | +24.9% |
| 3M | +9.2% | -26.6% | +35.9% | +25.4% |
| 6M | -11.8% | +23.5% | -35.3% | -34.7% |
| YTD | -22.5% | +60.5% | -83.0% | -55.0% |
| 1Y | -45.9% | +109.7% | -155.6% | -75.6% |
| 3Y | +117.4% | +247.8% | -130.5% | -43.3% |
| 5Y | -29.4% | +328.4% | -357.8% | -85.8% |
| All | -46.6% | +365.9% | -412.5% | -89.4% |
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