+138.2%
CIFR vs MSI
+76.4%
+61.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | +4.8% | +3.2% | +1.6% | +4.3% |
| 30D | -31.0% | +17.6% | -48.6% | -33.5% |
| 3M | -58.7% | +14.5% | -73.2% | -60.2% |
| 6M | -67.7% | +34.3% | -102.0% | -71.2% |
| YTD | -53.5% | +39.7% | -93.2% | -59.6% |
| 1Y | -54.1% | +40.2% | -94.2% | -60.2% |
| 3Y | +138.2% | +77.1% | +61.0% | +127.2% |
| All | +138.2% | +76.4% | +61.8% | +127.2% |
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 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