+511.7%
CIFR vs MSTU
-85.2%
+596.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +3.1% |
| 7D | +16.9% | +21.3% | -4.4% | +9.1% |
| 30D | -5.2% | +90.8% | -96.0% | -25.4% |
| 3M | -30.6% | -6.8% | -23.8% | -35.6% |
| 6M | +10.6% | -39.8% | +50.4% | +11.8% |
| YTD | +20.2% | -55.7% | +75.9% | +23.4% |
| 1Y | +139.7% | -92.7% | +232.4% | +329.6% |
| All | +511.7% | -85.2% | +596.9% | +622.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling