+68.7%
CIFR vs MSI
+77.7%
-9.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.4% | +18.0% |
| 7D | -10.2% | +4.7% | -14.9% | -11.1% |
| 30D | -55.0% | +14.8% | -69.8% | -56.5% |
| 3M | -64.1% | +8.8% | -72.9% | -64.9% |
| 6M | -70.1% | +19.3% | -89.4% | -72.0% |
| YTD | -55.7% | +35.3% | -91.0% | -61.1% |
| 1Y | -69.9% | +33.8% | -103.6% | -73.4% |
| 3Y | +68.7% | +74.4% | -5.7% | +61.6% |
| All | +68.7% | +77.7% | -9.0% | +61.6% |
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