-27.8%
CIFR vs MTSI
+561.4%
-589.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.8% |
| 7D | +28.8% | +29.1% | -0.3% | +7.1% |
| 30D | -36.9% | -20.4% | -16.5% | -25.4% |
| 3M | -60.0% | -20.9% | -39.1% | -52.9% |
| 6M | -64.4% | -32.3% | -32.1% | -53.1% |
| YTD | -51.6% | +43.5% | -95.0% | -62.6% |
| 1Y | -58.9% | +43.8% | -102.7% | -67.9% |
| 3Y | +139.9% | +218.8% | -78.8% | +18.5% |
| 5Y | -15.1% | +228.3% | -243.4% | -62.6% |
| All | -27.8% | +561.4% | -589.1% | -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