+70.2%
CIFR vs MRSH
+70.1%
+0.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -5.0% | -4.8% | -0.3% | -4.5% |
| 30D | -5.7% | -6.3% | +0.6% | -5.1% |
| 3M | -25.5% | +5.8% | -31.3% | -27.7% |
| 6M | +19.4% | +2.8% | +16.6% | +15.7% |
| YTD | +14.2% | -3.1% | +17.3% | +12.3% |
| 1Y | +69.0% | -11.3% | +80.3% | +74.5% |
| 3Y | +503.9% | -5.0% | +508.9% | +484.8% |
| 5Y | +27.7% | +19.2% | +8.5% | +2.4% |
| All | +70.2% | +70.1% | +0.1% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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