+138.2%
CIFR vs MAGS
+122.1%
+16.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.6% |
| 7D | +4.8% | +1.7% | +3.1% | +2.0% |
| 30D | -31.0% | -5.8% | -25.2% | -22.5% |
| 3M | -58.7% | +0.2% | -59.0% | -58.2% |
| 6M | -67.7% | -2.7% | -65.1% | -65.6% |
| YTD | -53.5% | +4.1% | -57.6% | -55.3% |
| 1Y | -54.1% | +7.5% | -61.6% | -57.9% |
| 3Y | +138.2% | +122.0% | +16.2% | +15.3% |
| All | +138.2% | +122.1% | +16.1% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling