+20.6%
MSFT vs COIN
-11.8%
+32.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -2.7% | +17.5% | -20.2% | -5.9% |
| 3M | +22.1% | +12.4% | +9.7% | +18.0% |
| 6M | +20.6% | -12.5% | +33.1% | +19.4% |
| All | +20.6% | -11.8% | +32.3% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling