+662.6%
MSTR vs CIFR
-34.2%
+696.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +17.9% | -18.2% | -6.6% |
| 7D | -1.2% | -10.2% | +9.0% | -0.2% |
| 30D | -15.9% | -55.0% | +39.1% | +7.6% |
| 3M | +33.1% | -64.1% | +97.2% | +81.9% |
| 6M | -31.0% | -70.1% | +39.1% | -7.2% |
| YTD | -15.1% | -55.7% | +40.5% | -4.5% |
| 1Y | -45.6% | -69.9% | +24.2% | -31.0% |
| 3Y | +180.5% | +68.7% | +111.8% | +40.8% |
| 5Y | +61.7% | -26.2% | +87.9% | -32.5% |
| All | +662.6% | -34.2% | +696.8% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling