-31.2%
CIFR vs MTSI
+518.9%
-550.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.0% | -5.0% | -2.6% |
| 7D | -0.7% | +3.5% | -4.2% | -2.6% |
| 30D | -49.6% | -30.3% | -19.3% | -34.5% |
| 3M | -60.4% | -26.0% | -34.4% | -51.0% |
| 6M | -66.9% | -36.1% | -30.8% | -54.5% |
| YTD | -53.9% | +34.3% | -88.1% | -62.6% |
| 1Y | -67.1% | +35.3% | -102.4% | -73.2% |
| 3Y | +118.3% | +217.6% | -99.4% | +9.4% |
| 5Y | -26.9% | +210.1% | -237.0% | -66.2% |
| All | -31.2% | +518.9% | -550.2% | -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