-30.7%
CIFR vs MTSI
+524.5%
-555.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.6% | +1.5% | 0.0% |
| 7D | +4.8% | +10.0% | -5.2% | -2.5% |
| 30D | -31.0% | -20.3% | -10.6% | -18.6% |
| 3M | -58.7% | -24.4% | -34.3% | -49.8% |
| 6M | -67.7% | -39.2% | -28.5% | -54.2% |
| YTD | -53.5% | +35.5% | -89.0% | -62.5% |
| 1Y | -54.1% | +43.0% | -97.1% | -64.1% |
| 3Y | +138.2% | +196.3% | -58.1% | +23.7% |
| 5Y | -18.5% | +210.0% | -228.6% | -62.6% |
| All | -30.7% | +524.5% | -555.2% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling