+67.5%
CIFR vs MAS
+67.0%
+0.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.6% | -25.6% | -22.8% |
| 7D | -26.7% | +14.2% | -40.9% | -32.9% |
| 30D | -58.0% | +26.8% | -84.8% | -64.1% |
| 3M | -68.1% | +13.1% | -81.2% | -70.8% |
| 6M | -63.7% | +27.9% | -91.6% | -70.0% |
| YTD | -56.0% | +38.7% | -94.6% | -66.1% |
| 1Y | -71.1% | +40.4% | -111.5% | -78.0% |
| All | +67.5% | +67.0% | +0.5% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling