+485.5%
CIFR vs MSI
+72.0%
+413.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | +16.9% | -3.7% | +20.6% | +18.2% |
| 30D | -5.2% | +6.8% | -12.0% | -8.1% |
| 3M | -30.6% | +14.3% | -44.9% | -35.3% |
| 6M | +10.6% | -1.6% | +12.2% | +12.2% |
| YTD | +20.2% | +22.8% | -2.6% | +7.2% |
| 1Y | +139.7% | -1.1% | +140.8% | +145.4% |
| All | +485.5% | +72.0% | +413.5% | +334.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling