+79.2%
CIFR vs MOS
+52.7%
+26.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.7% |
| 7D | +16.9% | +9.5% | +7.4% | +13.5% |
| 30D | -5.2% | +10.4% | -15.6% | -8.4% |
| 3M | -30.6% | +12.9% | -43.4% | -33.8% |
| 6M | +10.6% | +1.2% | +9.4% | +8.1% |
| YTD | +20.2% | +9.3% | +10.9% | +14.6% |
| 1Y | +139.7% | -18.0% | +157.7% | +149.9% |
| 3Y | +489.4% | -29.0% | +518.4% | +520.6% |
| 5Y | +54.4% | -9.6% | +64.0% | +64.9% |
| All | +79.2% | +52.7% | +26.5% | +87.3% |
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