-31.2%
CIFR vs MOS
+35.7%
-66.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.6% |
| 7D | -0.7% | +19.7% | -20.4% | -7.3% |
| 30D | -49.6% | +21.5% | -71.1% | -53.3% |
| 3M | -60.4% | -0.4% | -59.9% | -61.0% |
| 6M | -66.9% | +4.5% | -71.4% | -68.0% |
| YTD | -53.9% | -2.9% | -51.0% | -55.0% |
| 1Y | -67.1% | -7.7% | -59.4% | -67.5% |
| 3Y | +118.3% | -25.6% | +143.9% | +126.5% |
| 5Y | -26.9% | -31.2% | +4.3% | -20.0% |
| All | -31.2% | +35.7% | -66.9% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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