-71.1%
CIFR vs MAGS
+5.9%
-77.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.2% | -22.2% | -24.0% |
| 7D | -26.7% | -1.4% | -25.3% | -25.0% |
| 30D | -58.0% | -4.4% | -53.6% | -54.1% |
| 3M | -68.1% | +1.9% | -70.0% | -69.0% |
| 6M | -63.7% | +4.9% | -68.6% | -66.4% |
| YTD | -56.0% | +6.5% | -62.5% | -59.0% |
| 1Y | -71.1% | +6.3% | -77.4% | -72.6% |
| All | -71.1% | +5.9% | -77.0% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling