-25.3%
CIFR vs MS
+122.6%
-147.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.4% |
| 7D | -19.6% | +0.8% | -20.4% | -21.2% |
| 30D | -51.7% | -0.7% | -51.0% | -51.2% |
| 3M | -60.0% | -12.4% | -47.6% | -52.9% |
| 6M | -68.2% | -1.7% | -66.5% | -67.5% |
| YTD | -55.8% | +8.0% | -63.8% | -60.1% |
| 1Y | -66.8% | +16.2% | -83.0% | -72.4% |
| 3Y | +119.1% | +171.3% | -52.2% | -18.8% |
| 5Y | -25.3% | +124.8% | -150.1% | -67.5% |
| All | -25.3% | +122.6% | -147.8% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling