-25.3%
CIFR vs MTSI
+209.3%
-234.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -2.8% |
| 7D | -19.6% | -3.8% | -15.8% | -16.9% |
| 30D | -51.7% | -31.4% | -20.3% | -34.3% |
| 3M | -60.0% | -23.8% | -36.3% | -50.6% |
| 6M | -68.2% | -37.1% | -31.2% | -54.3% |
| YTD | -55.8% | +32.2% | -88.0% | -66.2% |
| 1Y | -66.8% | +26.9% | -93.7% | -73.4% |
| 3Y | +119.1% | +193.7% | -74.6% | -8.4% |
| 5Y | -25.3% | +218.0% | -243.3% | -73.0% |
| All | -25.3% | +209.3% | -234.6% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling