-25.3%
CIFR vs MOS
-30.3%
+5.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.4% |
| 7D | -19.6% | +24.8% | -44.4% | -27.0% |
| 30D | -51.7% | +22.7% | -74.4% | -56.1% |
| 3M | -60.0% | -1.2% | -58.8% | -60.6% |
| 6M | -68.2% | +5.5% | -73.8% | -69.7% |
| YTD | -55.8% | -2.0% | -53.8% | -57.4% |
| 1Y | -66.8% | -7.9% | -58.8% | -67.3% |
| 3Y | +119.1% | -25.0% | +144.1% | +128.4% |
| 5Y | -25.3% | -27.7% | +2.5% | -28.2% |
| All | -25.3% | -30.3% | +5.0% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling