+118.3%
CIFR vs MS
+169.4%
-51.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | -0.6% |
| 7D | -0.7% | +0.7% | -1.5% | -3.0% |
| 30D | -49.6% | -0.9% | -48.7% | -48.9% |
| 3M | -60.4% | -13.0% | -47.4% | -51.5% |
| 6M | -66.9% | -2.0% | -64.9% | -66.2% |
| YTD | -53.9% | +7.8% | -61.6% | -59.9% |
| 1Y | -67.1% | +17.9% | -84.9% | -75.0% |
| 3Y | +118.3% | +174.8% | -56.5% | -32.7% |
| All | +118.3% | +169.4% | -51.1% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling