+386.4%
CIFR vs MSFU
+103.9%
+282.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.5% | -1.4% | +1.3% |
| 7D | -0.7% | +14.6% | -15.3% | -9.3% |
| 30D | -49.6% | +2.1% | -51.7% | -50.8% |
| 3M | -60.4% | +14.7% | -75.0% | -64.2% |
| 6M | -66.9% | +55.7% | -122.5% | -76.1% |
| YTD | -53.9% | +7.1% | -61.0% | -59.7% |
| 1Y | -67.1% | -0.5% | -66.6% | -69.8% |
| 3Y | +118.3% | +35.7% | +82.5% | +59.7% |
| All | +386.4% | +103.9% | +282.5% | +176.8% |
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