-43.9%
CIFR vs MAS
+65.2%
-109.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -3.4% | -11.2% | -12.6% |
| 7D | -31.5% | +4.6% | -36.0% | -34.0% |
| 30D | -64.2% | +19.9% | -84.1% | -68.7% |
| 3M | -70.3% | +8.9% | -79.2% | -72.5% |
| 6M | -74.9% | +20.2% | -95.0% | -78.7% |
| YTD | -62.4% | +33.9% | -96.3% | -70.6% |
| 1Y | -77.5% | +34.7% | -112.2% | -82.5% |
| 3Y | +35.4% | +60.4% | -25.0% | -8.7% |
| 5Y | -37.4% | +43.5% | -80.9% | -56.0% |
| All | -43.9% | +65.2% | -109.1% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling