-31.2%
CIFR vs MSI
+233.9%
-265.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.0% |
| 7D | -0.7% | +8.3% | -9.1% | -4.2% |
| 30D | -49.6% | +18.9% | -68.5% | -53.4% |
| 3M | -60.4% | +13.2% | -73.6% | -62.8% |
| 6M | -66.9% | +38.3% | -105.1% | -72.3% |
| YTD | -53.9% | +38.9% | -92.7% | -61.7% |
| 1Y | -67.1% | +36.7% | -103.8% | -72.5% |
| 3Y | +118.3% | +76.6% | +41.7% | +57.4% |
| 5Y | -26.9% | +124.5% | -151.3% | -58.9% |
| All | -31.2% | +233.9% | -265.1% | -63.2% |
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