+156.6%
MSFT vs CIFR
-31.1%
+187.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.4% |
| 7D | -1.3% | +4.8% | -6.1% | -1.5% |
| 30D | -1.8% | -31.0% | +29.1% | -0.5% |
| 3M | +5.6% | -58.7% | +64.4% | +9.4% |
| 6M | +29.8% | -67.7% | +97.5% | +34.9% |
| YTD | +9.0% | -53.5% | +62.5% | +10.2% |
| 1Y | +4.9% | -54.1% | +59.0% | +5.8% |
| 3Y | +46.2% | +138.2% | -92.0% | +27.2% |
| 5Y | +62.1% | -18.5% | +80.6% | +35.1% |
| All | +156.6% | -31.1% | +187.7% | +108.0% |
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