-54.1%
CIFR vs MAGS
+5.6%
-59.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.5% |
| 7D | +4.8% | +1.7% | +3.1% | +1.9% |
| 30D | -31.0% | -5.8% | -25.2% | -22.1% |
| 3M | -58.7% | +0.2% | -59.0% | -57.9% |
| 6M | -67.7% | -2.7% | -65.1% | -64.7% |
| YTD | -53.5% | +4.1% | -57.6% | -54.1% |
| 1Y | -54.1% | +7.5% | -61.6% | -58.6% |
| All | -54.1% | +5.6% | -59.6% | -58.6% |
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