+538.3%
CIFR vs MSTU
-86.5%
+624.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.6% | +13.0% | +7.0% |
| 7D | +26.7% | +16.1% | +10.6% | +19.7% |
| 30D | +7.7% | +68.7% | -60.9% | -12.0% |
| 3M | -23.8% | -11.0% | -12.8% | -28.7% |
| 6M | +35.9% | -33.4% | +69.3% | +32.0% |
| YTD | +25.4% | -59.5% | +84.9% | +32.1% |
| 1Y | +139.8% | -93.4% | +233.1% | +342.4% |
| All | +538.3% | -86.5% | +624.8% | +673.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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