+590.3%
CIFR vs MAGS
+188.2%
+402.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +4.3% |
| 7D | +16.9% | +0.5% | +16.4% | +16.4% |
| 30D | -5.2% | +1.5% | -6.7% | -7.7% |
| 3M | -30.6% | +0.5% | -31.0% | -31.0% |
| 6M | +10.6% | +11.6% | -1.0% | -5.9% |
| YTD | +20.2% | +5.3% | +14.9% | +12.5% |
| 1Y | +139.7% | +14.9% | +124.8% | +101.5% |
| 3Y | +489.4% | +128.9% | +360.5% | +178.9% |
| All | +590.3% | +188.2% | +402.1% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling