+61.0%
CIFR vs MRSH
+70.4%
-9.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.3% | -5.9% | -5.7% |
| 7D | -8.2% | -5.9% | -2.3% | -7.7% |
| 30D | -7.4% | -7.3% | -0.1% | -6.7% |
| 3M | -24.2% | +6.7% | -30.8% | -26.5% |
| 6M | +14.2% | +3.0% | +11.2% | +10.6% |
| YTD | +8.0% | -2.9% | +10.9% | +6.2% |
| 1Y | +55.5% | -9.0% | +64.5% | +58.5% |
| 3Y | +429.6% | -4.3% | +433.9% | +410.9% |
| 5Y | +20.8% | +19.4% | +1.3% | -3.2% |
| All | +61.0% | +70.4% | -9.4% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling