-37.4%
CIFR vs MAS
+41.7%
-79.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -3.4% | -11.2% | -12.4% |
| 7D | -31.5% | +4.6% | -36.0% | -34.3% |
| 30D | -64.2% | +19.9% | -84.1% | -69.2% |
| 3M | -70.3% | +8.9% | -79.2% | -72.7% |
| 6M | -74.9% | +20.2% | -95.0% | -79.1% |
| YTD | -62.4% | +33.9% | -96.3% | -71.5% |
| 1Y | -77.5% | +34.7% | -112.2% | -83.1% |
| 3Y | +35.4% | +60.4% | -25.0% | -15.6% |
| 5Y | -37.4% | +43.5% | -80.9% | -53.9% |
| All | -37.4% | +41.7% | -79.1% | -53.9% |
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