+47.1%
COIN vs MTSI
+226.9%
-179.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.3% | -7.2% | -1.0% |
| 7D | -10.1% | +7.2% | -17.2% | -13.2% |
| 30D | -24.5% | -18.4% | -6.0% | -19.3% |
| 3M | -8.3% | -16.7% | +8.4% | -5.1% |
| 6M | -37.1% | -31.7% | -5.4% | -31.5% |
| YTD | -39.7% | +45.9% | -85.6% | -60.1% |
| 1Y | -55.2% | +47.0% | -102.2% | -70.5% |
| All | +47.1% | +226.9% | -179.8% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling