+563.4%
CIFR vs MAGS
+125.7%
+437.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +5.2% |
| 7D | +26.7% | +1.2% | +25.5% | +24.5% |
| 30D | +7.7% | -0.1% | +7.8% | +7.6% |
| 3M | -23.8% | +3.8% | -27.6% | -28.9% |
| 6M | +35.9% | +13.2% | +22.7% | +11.1% |
| YTD | +25.4% | +4.7% | +20.7% | +17.6% |
| 1Y | +139.8% | +14.4% | +125.4% | +99.9% |
| All | +563.4% | +125.7% | +437.7% | +203.3% |
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