+511.7%
CIFR vs MSTZ
-99.3%
+611.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +2.9% |
| 7D | +16.9% | -29.7% | +46.7% | +8.9% |
| 30D | -5.2% | -65.3% | +60.1% | -26.1% |
| 3M | -30.6% | -57.3% | +26.8% | -37.6% |
| 6M | +10.6% | -61.6% | +72.2% | +5.1% |
| YTD | +20.2% | -78.3% | +98.5% | +13.3% |
| 1Y | +139.7% | -30.2% | +170.0% | +275.4% |
| All | +511.7% | -99.3% | +611.0% | +432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling