+487.4%
CIFR vs MS
+178.0%
+309.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +1.7% |
| 7D | +16.9% | +1.4% | +15.6% | +15.1% |
| 30D | -5.2% | -0.3% | -4.9% | -5.4% |
| 3M | -30.6% | +0.3% | -30.9% | -31.1% |
| 6M | +10.6% | +31.3% | -20.7% | -27.1% |
| YTD | +20.2% | +24.7% | -4.5% | -16.0% |
| 1Y | +139.7% | +47.9% | +91.8% | +30.8% |
| All | +487.4% | +178.0% | +309.4% | +44.2% |
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 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