-45.6%
MSTR vs CIFR
-72.8%
+27.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +17.9% | -18.2% | -5.4% |
| 7D | -1.2% | -10.2% | +9.0% | -0.3% |
| 30D | -15.9% | -55.0% | +39.1% | +3.7% |
| 3M | +33.1% | -64.1% | +97.2% | +73.3% |
| 6M | -31.0% | -70.1% | +39.1% | -12.4% |
| YTD | -15.1% | -55.7% | +40.5% | -14.0% |
| 1Y | -45.6% | -69.9% | +24.2% | -40.0% |
| All | -45.6% | -72.8% | +27.2% | -40.0% |
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 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