+50.1%
MSFT vs COIN
+113.7%
-63.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -0.8% | -5.1% | +4.3% | -0.3% |
| 30D | +0.8% | +17.6% | -16.8% | -1.2% |
| 3M | +27.2% | +9.2% | +18.0% | +25.2% |
| 6M | +22.9% | -11.8% | +34.7% | +23.2% |
| YTD | +3.1% | -22.5% | +25.6% | +3.9% |
| 1Y | -0.3% | -45.9% | +45.6% | +3.6% |
| 3Y | +50.1% | +117.4% | -67.3% | +29.7% |
| All | +50.1% | +113.7% | -63.6% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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