+1,103.6%
CIFR vs MSFU
+73.2%
+1,030.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.1% |
| 7D | -5.0% | -1.8% | -3.2% | -4.1% |
| 30D | -5.7% | +0.5% | -6.2% | -6.6% |
| 3M | -25.5% | +51.9% | -77.4% | -43.0% |
| 6M | +19.4% | +35.0% | -15.5% | -7.5% |
| YTD | +14.2% | -9.0% | +23.2% | +10.9% |
| 1Y | +69.0% | -18.8% | +87.8% | +76.6% |
| 3Y | +503.9% | +25.5% | +478.4% | +369.1% |
| All | +1,103.6% | +73.2% | +1,030.4% | +661.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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