+78.1%
MSTR vs COIN
-54.0%
+132.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +0.5% |
| 7D | -8.3% | -5.1% | -3.2% | -4.4% |
| 30D | +38.1% | +17.6% | +20.5% | +23.3% |
| 3M | +9.0% | +9.2% | -0.2% | +2.8% |
| 6M | -5.3% | -11.8% | +6.4% | +4.6% |
| YTD | -13.8% | -22.5% | +8.7% | +5.6% |
| 1Y | -59.8% | -45.9% | -13.9% | -35.7% |
| 3Y | +282.2% | +117.4% | +164.8% | +102.1% |
| 5Y | +112.8% | -29.4% | +142.2% | +132.6% |
| All | +78.1% | -54.0% | +132.1% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling