-43.8%
COIN vs MTSI
+355.8%
-399.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.5% | -7.6% | -6.3% |
| 7D | +3.4% | +1.4% | +2.0% | +2.4% |
| 30D | +23.2% | +2.1% | +21.1% | +18.0% |
| 3M | +12.5% | -29.7% | +42.2% | +33.2% |
| 6M | -11.6% | +12.5% | -24.2% | -30.2% |
| YTD | -18.4% | +57.0% | -75.4% | -51.8% |
| 1Y | -39.8% | +103.9% | -143.7% | -72.2% |
| 3Y | +136.7% | +223.6% | -86.8% | -34.2% |
| 5Y | -33.7% | +321.6% | -355.2% | -86.5% |
| All | -43.8% | +355.8% | -399.6% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling