+101.6%
MSFT vs COIN
-54.8%
+156.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | -3.5% | -10.6% | +7.1% | -2.1% |
| 30D | -2.1% | +16.0% | -18.0% | -4.2% |
| 3M | +24.2% | +11.9% | +12.3% | +21.6% |
| 6M | +21.9% | -12.3% | +34.2% | +22.4% |
| YTD | +2.5% | -23.8% | +26.3% | +3.9% |
| 1Y | -0.8% | -45.4% | +44.6% | +4.1% |
| 3Y | +50.8% | +109.9% | -59.1% | +22.7% |
| 5Y | +73.5% | -30.6% | +104.1% | +48.2% |
| All | +101.6% | -54.8% | +156.4% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling