-30.7%
CIFR vs MS
+346.9%
-377.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -4.9% |
| 7D | +4.8% | +5.1% | -0.3% | -0.5% |
| 30D | -31.0% | +5.7% | -36.7% | -35.1% |
| 3M | -58.7% | -12.2% | -46.6% | -52.6% |
| 6M | -67.7% | -0.5% | -67.2% | -67.3% |
| YTD | -53.5% | +9.8% | -63.3% | -57.6% |
| 1Y | -54.1% | +17.7% | -71.8% | -60.7% |
| 3Y | +138.2% | +176.8% | -38.6% | +11.0% |
| 5Y | -18.5% | +123.7% | -142.2% | -57.8% |
| All | -30.7% | +346.9% | -377.6% | -64.2% |
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