-29.5%
CIFR vs MSI
+118.7%
-148.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.4% | +18.1% |
| 7D | -10.2% | +4.7% | -14.9% | -12.5% |
| 30D | -55.0% | +14.8% | -69.8% | -58.4% |
| 3M | -64.1% | +8.8% | -72.9% | -66.0% |
| 6M | -70.1% | +19.3% | -89.4% | -73.8% |
| YTD | -55.7% | +35.3% | -91.0% | -64.3% |
| 1Y | -69.9% | +33.8% | -103.6% | -75.6% |
| 3Y | +68.7% | +74.4% | -5.7% | +9.6% |
| All | -29.5% | +118.7% | -148.2% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling