+407.9%
CIFR vs MSFU
+85.8%
+322.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -4.8% | +13.6% | +11.3% |
| 7D | +9.4% | -12.7% | +22.0% | +17.2% |
| 30D | -45.3% | -9.0% | -36.3% | -43.4% |
| 3M | -58.7% | +2.9% | -61.6% | -60.6% |
| 6M | -64.9% | +43.5% | -108.5% | -73.7% |
| YTD | -51.8% | -2.4% | -49.4% | -56.0% |
| 1Y | -61.9% | -13.5% | -48.4% | -62.2% |
| 3Y | +138.6% | +19.2% | +119.4% | +86.5% |
| All | +407.9% | +85.8% | +322.1% | +202.3% |
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