-43.9%
CIFR vs MS
+327.6%
-371.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -5.9% | -8.7% | -8.3% |
| 7D | -31.5% | -3.4% | -28.1% | -29.3% |
| 30D | -64.2% | -3.9% | -60.3% | -62.5% |
| 3M | -70.3% | -15.9% | -54.4% | -64.3% |
| 6M | -74.9% | -2.5% | -72.4% | -74.0% |
| YTD | -62.4% | +5.1% | -67.5% | -64.0% |
| 1Y | -77.5% | +13.0% | -90.5% | -79.9% |
| 3Y | +35.4% | +160.7% | -125.3% | -33.1% |
| 5Y | -37.4% | +114.0% | -151.5% | -66.0% |
| All | -43.9% | +327.6% | -371.5% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling