-33.9%
CIFR vs MS
+325.3%
-359.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.5% | +18.5% |
| 7D | -10.2% | -1.6% | -8.7% | -9.5% |
| 30D | -55.0% | -3.8% | -51.3% | -53.0% |
| 3M | -64.1% | -14.6% | -49.5% | -57.5% |
| 6M | -70.1% | -5.1% | -65.1% | -68.2% |
| YTD | -55.7% | +4.5% | -60.2% | -57.4% |
| 1Y | -69.9% | +13.5% | -83.4% | -73.2% |
| 3Y | +68.7% | +160.4% | -91.7% | -16.4% |
| 5Y | -26.2% | +112.9% | -139.1% | -59.8% |
| All | -33.9% | +325.3% | -359.2% | -64.0% |
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