+190.4%
MAGS vs CBRE
+96.2%
+94.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -1.8% | -7.2% | +5.5% | +0.4% |
| 30D | +1.1% | -6.4% | +7.5% | +3.0% |
| 3M | +7.7% | +2.9% | +4.8% | +6.3% |
| 6M | +11.7% | +2.5% | +9.2% | +10.1% |
| YTD | +4.9% | -14.2% | +19.1% | +8.5% |
| 1Y | +14.3% | -15.1% | +29.5% | +18.5% |
| 3Y | +128.9% | +61.9% | +67.0% | +94.7% |
| All | +190.4% | +96.2% | +94.2% | +126.2% |
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