-45.4%
COIN vs MTSI
+108.0%
-153.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -0.6% |
| 7D | -10.6% | +4.8% | -15.4% | -11.4% |
| 30D | +16.0% | -9.2% | +25.1% | +17.4% |
| 3M | +11.9% | -23.1% | +35.0% | +14.9% |
| 6M | -12.3% | +23.5% | -35.8% | -23.1% |
| YTD | -23.8% | +59.1% | -82.9% | -38.5% |
| 1Y | -45.4% | +106.9% | -152.2% | -58.0% |
| All | -45.4% | +108.0% | -153.4% | -58.0% |
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