-33.9%
CIFR vs MTSI
+467.8%
-501.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +10.8% | +7.1% | +9.9% |
| 7D | -10.2% | -10.0% | -0.2% | -2.1% |
| 30D | -55.0% | -37.2% | -17.9% | -36.7% |
| 3M | -64.1% | -30.1% | -34.0% | -53.6% |
| 6M | -70.1% | -31.9% | -38.2% | -61.0% |
| YTD | -55.7% | +23.2% | -78.8% | -61.6% |
| 1Y | -69.9% | +26.4% | -96.2% | -74.2% |
| 3Y | +68.7% | +186.2% | -117.5% | -8.8% |
| 5Y | -26.2% | +187.0% | -213.3% | -63.6% |
| All | -33.9% | +467.8% | -501.6% | -68.7% |
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