+70.7%
CIFR vs MSI
+190.1%
-119.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.4% |
| 7D | +11.3% | -4.0% | +15.3% | +13.2% |
| 30D | +3.5% | -0.5% | +3.9% | +3.1% |
| 3M | -26.6% | +11.4% | -38.0% | -31.7% |
| 6M | +18.1% | +1.0% | +17.1% | +15.7% |
| YTD | +14.5% | +20.7% | -6.2% | +1.5% |
| 1Y | +83.3% | -2.7% | +86.0% | +82.6% |
| 3Y | +461.5% | +68.2% | +393.3% | +309.7% |
| 5Y | +29.3% | +100.0% | -70.7% | -22.7% |
| All | +70.7% | +190.1% | -119.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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