+18.2%
CBRE vs MSTZ
-99.2%
+117.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.2% | -12.0% | -3.4% |
| 7D | -1.5% | -25.4% | +23.8% | -2.3% |
| 30D | -4.0% | -60.9% | +56.9% | -7.0% |
| 3M | +8.0% | -54.2% | +62.2% | +6.4% |
| 6M | +4.0% | -65.0% | +69.0% | +2.4% |
| YTD | -11.5% | -76.5% | +65.0% | -12.6% |
| 1Y | -13.0% | -23.4% | +10.4% | -8.2% |
| All | +18.2% | -99.2% | +117.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 3y: compounded portfolio wealth divided by compounded MSTZ 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…
3y analysis · Full analysis span regression · 6 months rolling