+69.0%
CIFR vs MAGS
+15.0%
+54.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +3.8% |
| 7D | -5.0% | +0.6% | -5.7% | -6.2% |
| 30D | -5.7% | +3.2% | -8.9% | -11.3% |
| 3M | -25.5% | +7.7% | -33.2% | -36.8% |
| 6M | +19.4% | +12.5% | +7.0% | -5.9% |
| YTD | +14.2% | +6.0% | +8.2% | +5.0% |
| 1Y | +69.0% | +14.4% | +54.6% | +31.8% |
| All | +69.0% | +15.0% | +54.0% | +31.8% |
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