-54.9%
COIN vs MTSI
+35.9%
-90.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.3% |
| 7D | -5.3% | +10.0% | -15.3% | -6.9% |
| 30D | -26.2% | -20.3% | -5.8% | -24.2% |
| 3M | -17.1% | -24.4% | +7.4% | -14.4% |
| 6M | -36.7% | -39.2% | +2.4% | -33.4% |
| YTD | -43.6% | +35.5% | -79.0% | -56.0% |
| 1Y | -54.9% | +43.0% | -98.0% | -66.5% |
| All | -54.9% | +35.9% | -90.8% | -66.5% |
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