-31.9%
COIN vs MTSI
+359.4%
-391.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -5.0% |
| 7D | -0.1% | +11.1% | -11.2% | -6.9% |
| 30D | +17.5% | -3.7% | +21.2% | +18.3% |
| 3M | +12.4% | -20.2% | +32.6% | +22.2% |
| 6M | -12.5% | +30.8% | -43.4% | -38.3% |
| YTD | -22.7% | +67.0% | -89.8% | -57.0% |
| 1Y | -45.2% | +120.4% | -165.6% | -76.7% |
| 3Y | +112.8% | +260.4% | -147.6% | -49.3% |
| 5Y | -31.9% | +356.3% | -388.1% | -87.7% |
| All | -31.9% | +359.4% | -391.3% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling