+51.0%
CIFR vs MTSI
+320.9%
-269.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.3% | -0.7% |
| 7D | +16.9% | +1.4% | +15.6% | +15.6% |
| 30D | -5.2% | +2.1% | -7.3% | -8.4% |
| 3M | -30.6% | -29.7% | -0.8% | -7.2% |
| 6M | +10.6% | +12.5% | -1.9% | -0.2% |
| YTD | +20.2% | +57.0% | -36.8% | -18.9% |
| 1Y | +139.7% | +103.9% | +35.8% | +28.9% |
| 3Y | +489.4% | +223.6% | +265.8% | +127.3% |
| All | +51.0% | +320.9% | -269.9% | -56.2% |
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