+146.6%
CIFR vs MSTZ
-99.2%
+245.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.8% | -12.3% | +4.5% |
| 7D | +28.8% | +25.6% | +3.2% | +38.6% |
| 30D | -36.9% | +50.6% | -87.5% | -24.7% |
| 3M | -60.0% | -64.5% | +4.5% | -65.4% |
| 6M | -64.4% | -14.0% | -50.3% | -55.1% |
| YTD | -51.6% | -76.4% | +24.8% | -48.4% |
| 1Y | -58.9% | -56.2% | -2.6% | -43.1% |
| All | +146.6% | -99.2% | +245.7% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling