-33.9%
CIFR vs MOS
+33.2%
-67.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.1% | +17.8% | +17.9% |
| 7D | -10.2% | +21.6% | -31.8% | -16.7% |
| 30D | -55.0% | +12.0% | -67.0% | -57.2% |
| 3M | -64.1% | -3.9% | -60.2% | -64.3% |
| 6M | -70.1% | -3.3% | -66.8% | -70.5% |
| YTD | -55.7% | -4.6% | -51.0% | -56.5% |
| 1Y | -69.9% | -7.0% | -62.9% | -70.3% |
| 3Y | +68.7% | -24.4% | +93.1% | +74.1% |
| 5Y | -26.2% | -32.1% | +5.9% | -18.9% |
| All | -33.9% | +33.2% | -67.1% | -28.9% |
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