-28.2%
CIFR vs MTSI
+572.4%
-600.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +10.3% | -1.4% | +1.3% |
| 7D | +9.4% | +7.2% | +2.2% | +3.9% |
| 30D | -45.3% | -18.4% | -26.9% | -36.5% |
| 3M | -58.7% | -16.7% | -42.0% | -53.1% |
| 6M | -64.9% | -31.7% | -33.2% | -54.2% |
| YTD | -51.8% | +45.9% | -97.7% | -63.2% |
| 1Y | -61.9% | +47.0% | -108.9% | -70.8% |
| 3Y | +138.6% | +224.1% | -85.5% | +16.4% |
| 5Y | -13.0% | +238.5% | -251.5% | -62.2% |
| All | -28.2% | +572.4% | -600.6% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling