+83.3%
CIFR vs MSTZ
-19.0%
+102.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.5% | -14.2% | -7.2% |
| 7D | +11.3% | -23.6% | +34.9% | +6.6% |
| 30D | +3.5% | -60.7% | +64.2% | -14.0% |
| 3M | -26.6% | -58.3% | +31.6% | -33.4% |
| 6M | +18.1% | -60.0% | +78.1% | +16.0% |
| YTD | +14.5% | -75.2% | +89.7% | +18.2% |
| 1Y | +83.3% | -19.9% | +103.2% | +264.5% |
| All | +83.3% | -19.0% | +102.3% | +264.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling