+538.3%
CIFR vs MSTZ
-99.2%
+637.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.2% | -3.8% | +6.9% |
| 7D | +26.7% | -25.4% | +52.1% | +19.6% |
| 30D | +7.7% | -60.9% | +68.6% | -12.9% |
| 3M | -23.8% | -54.2% | +30.4% | -30.9% |
| 6M | +35.9% | -65.0% | +100.9% | +24.2% |
| YTD | +25.4% | -76.5% | +101.9% | +21.1% |
| 1Y | +139.8% | -23.4% | +163.2% | +286.3% |
| All | +538.3% | -99.2% | +637.5% | +469.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling