-27.8%
CIFR vs MOS
+29.7%
-57.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.1% | +1.8% |
| 7D | +28.8% | -2.6% | +31.4% | +29.6% |
| 30D | -36.9% | +13.5% | -50.4% | -40.3% |
| 3M | -60.0% | -2.9% | -57.1% | -60.4% |
| 6M | -64.4% | -1.0% | -63.4% | -65.1% |
| YTD | -51.6% | -7.2% | -44.4% | -52.2% |
| 1Y | -58.9% | -11.4% | -47.5% | -58.9% |
| 3Y | +139.9% | -29.0% | +168.9% | +151.9% |
| 5Y | -15.1% | -34.0% | +18.9% | -6.0% |
| All | -27.8% | +29.7% | -57.4% | -21.8% |
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