-31.2%
CIFR vs MS
+338.5%
-369.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +0.7% |
| 7D | -0.7% | +0.7% | -1.5% | -2.2% |
| 30D | -49.6% | -0.9% | -48.7% | -49.0% |
| 3M | -60.4% | -13.0% | -47.4% | -54.0% |
| 6M | -66.9% | -2.0% | -64.9% | -65.9% |
| YTD | -53.9% | +7.8% | -61.6% | -57.1% |
| 1Y | -67.1% | +17.9% | -84.9% | -71.9% |
| 3Y | +118.3% | +174.8% | -56.5% | +2.9% |
| 5Y | -26.9% | +119.9% | -146.7% | -61.4% |
| All | -31.2% | +338.5% | -369.7% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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