+40.4%
MSTR vs CIFR
-22.5%
+62.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.6% | -1.0% |
| 7D | -13.4% | +4.8% | -18.2% | -15.1% |
| 30D | -22.1% | -31.0% | +8.9% | -13.6% |
| 3M | +15.0% | -58.7% | +73.7% | +51.5% |
| 6M | -37.3% | -67.7% | +30.4% | -17.3% |
| YTD | -26.5% | -53.5% | +27.0% | -18.9% |
| 1Y | -46.5% | -54.1% | +7.6% | -41.7% |
| 3Y | +121.1% | +138.2% | -17.1% | -7.3% |
| All | +40.4% | -22.5% | +62.9% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling