+555.6%
CIFR vs MAGS
+190.0%
+365.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +4.1% |
| 7D | -5.0% | +0.6% | -5.7% | -6.0% |
| 30D | -5.7% | +3.2% | -8.9% | -10.4% |
| 3M | -25.5% | +7.7% | -33.2% | -34.4% |
| 6M | +19.4% | +12.5% | +7.0% | +0.1% |
| YTD | +14.2% | +6.0% | +8.2% | +5.8% |
| 1Y | +69.0% | +14.4% | +54.6% | +42.9% |
| 3Y | +503.9% | +127.5% | +376.4% | +184.8% |
| All | +555.6% | +190.0% | +365.6% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling