+51.0%
CIFR vs MAS
+32.0%
+19.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +0.9% |
| 7D | +16.9% | -0.8% | +17.7% | +17.7% |
| 30D | -5.2% | -5.6% | +0.4% | -1.6% |
| 3M | -30.6% | +4.4% | -35.0% | -34.8% |
| 6M | +10.6% | +7.2% | +3.4% | +2.6% |
| YTD | +20.2% | +16.1% | +4.1% | +3.3% |
| 1Y | +139.7% | +0.1% | +139.6% | +127.3% |
| 3Y | +489.4% | +28.3% | +461.1% | +346.5% |
| All | +51.0% | +32.0% | +19.0% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling