+138.2%
CIFR vs MSFU
+21.3%
+116.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.2% |
| 7D | +4.8% | -2.8% | +7.6% | +6.0% |
| 30D | -31.0% | -5.3% | -25.7% | -30.1% |
| 3M | -58.7% | +7.2% | -66.0% | -61.4% |
| 6M | -67.7% | +51.0% | -118.7% | -76.6% |
| YTD | -53.5% | -1.2% | -52.3% | -57.2% |
| 1Y | -54.1% | -10.3% | -43.7% | -54.6% |
| 3Y | +138.2% | +22.2% | +116.0% | +104.1% |
| All | +138.2% | +21.3% | +116.9% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling