-33.9%
CIFR vs MAS
+62.0%
-95.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.9% | +19.8% | +19.1% |
| 7D | -10.2% | +2.0% | -12.2% | -12.4% |
| 30D | -55.0% | +19.4% | -74.4% | -60.8% |
| 3M | -64.1% | +9.4% | -73.5% | -66.9% |
| 6M | -70.1% | +15.3% | -85.5% | -74.0% |
| YTD | -55.7% | +31.3% | -87.0% | -64.9% |
| 1Y | -69.9% | +34.9% | -104.7% | -76.7% |
| 3Y | +68.7% | +58.6% | +10.1% | +14.2% |
| 5Y | -26.2% | +40.7% | -66.9% | -47.6% |
| All | -33.9% | +62.0% | -95.9% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling