+593.1%
MA vs CBRE
+379.0%
+214.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +1.3% | -1.8% | +3.1% | +2.1% |
| 30D | +9.6% | +3.3% | +6.3% | +7.8% |
| 3M | +16.8% | -12.4% | +29.1% | +23.1% |
| 6M | +35.2% | -5.4% | +40.5% | +36.8% |
| YTD | +16.6% | -17.2% | +33.8% | +23.8% |
| 1Y | +19.8% | -13.1% | +32.9% | +24.2% |
| 3Y | +70.7% | +81.6% | -10.9% | +17.9% |
| 5Y | +87.4% | +26.4% | +61.0% | +52.6% |
| All | +593.1% | +379.0% | +214.1% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling