-56.4%
MSTR vs CIFR
+122.3%
-178.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.9% |
| 7D | +12.2% | +16.9% | -4.8% | +8.1% |
| 30D | +45.2% | -5.2% | +50.4% | +46.1% |
| 3M | +10.4% | -30.6% | +40.9% | +15.3% |
| 6M | -2.5% | +10.6% | -13.1% | -14.3% |
| YTD | -6.0% | +20.2% | -26.2% | -20.4% |
| 1Y | -56.4% | +139.7% | -196.1% | -65.9% |
| All | -56.4% | +122.3% | -178.7% | -65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling