-21.0%
CIFR vs MOS
-33.6%
+12.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | +4.8% | -2.0% | +6.8% | +5.4% |
| 30D | -31.0% | +15.3% | -46.3% | -35.9% |
| 3M | -58.7% | +1.5% | -60.2% | -60.0% |
| 6M | -67.7% | -2.0% | -65.7% | -68.4% |
| YTD | -53.5% | -6.5% | -47.0% | -54.6% |
| 1Y | -54.1% | -11.1% | -43.0% | -54.3% |
| 3Y | +138.2% | -30.3% | +168.4% | +154.3% |
| All | -21.0% | -33.6% | +12.7% | -23.9% |
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 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