+142.0%
MSFT vs CIFR
+86.0%
+55.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.4% |
| 7D | -1.4% | +26.7% | -28.1% | -2.7% |
| 30D | -1.0% | +7.7% | -8.8% | -1.7% |
| 3M | +20.2% | -23.8% | +44.0% | +20.7% |
| 6M | +21.3% | +35.9% | -14.6% | +17.4% |
| YTD | +2.8% | +25.4% | -22.6% | -0.5% |
| 1Y | 0.0% | +139.8% | -139.8% | -7.6% |
| 3Y | +51.2% | +515.0% | -463.7% | +25.8% |
| 5Y | +71.4% | +52.1% | +19.3% | +38.6% |
| All | +142.0% | +86.0% | +55.9% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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