-43.9%
CIFR vs MOS
+33.1%
-77.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +3.3% | -17.9% | -15.5% |
| 7D | -31.5% | +22.5% | -54.0% | -36.6% |
| 30D | -64.2% | +6.6% | -70.8% | -65.4% |
| 3M | -70.3% | -3.8% | -66.5% | -70.5% |
| 6M | -74.9% | -2.2% | -72.7% | -75.3% |
| YTD | -62.4% | -4.8% | -57.6% | -63.1% |
| 1Y | -77.5% | -11.7% | -65.8% | -77.5% |
| 3Y | +35.4% | -26.5% | +61.9% | +40.7% |
| 5Y | -37.4% | -32.2% | -5.2% | -31.2% |
| All | -43.9% | +33.1% | -77.0% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling