-71.1%
CIFR vs MTSI
+59.5%
-130.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -1.0% | -18.9% | -19.1% |
| 7D | -26.7% | -10.7% | -16.1% | -19.2% |
| 30D | -58.0% | -29.0% | -29.0% | -45.2% |
| 3M | -68.1% | -14.7% | -53.4% | -64.8% |
| 6M | -63.7% | -20.1% | -43.6% | -57.4% |
| YTD | -56.0% | +36.1% | -92.1% | -62.6% |
| 1Y | -71.1% | +61.7% | -132.9% | -76.2% |
| All | -71.1% | +59.5% | -130.6% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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