+557.6%
CIFR vs MAGS
+187.7%
+369.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.1% | -9.3% |
| 7D | +11.3% | +0.8% | +10.5% | +10.1% |
| 30D | +3.5% | +0.4% | +3.1% | +2.5% |
| 3M | -26.6% | +5.6% | -32.2% | -33.1% |
| 6M | +18.1% | +12.3% | +5.8% | -0.9% |
| YTD | +14.5% | +5.1% | +9.4% | +7.4% |
| 1Y | +83.3% | +14.0% | +69.3% | +55.6% |
| 3Y | +461.5% | +129.4% | +332.1% | +165.5% |
| All | +557.6% | +187.7% | +369.9% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling