+3.9%
MAGS vs CBRE
-11.8%
+15.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.0% | -4.6% | +2.6% | -1.1% |
| 30D | -6.9% | +3.0% | -9.8% | -7.3% |
| 3M | +0.7% | -8.7% | +9.4% | +2.5% |
| 6M | -0.8% | -7.9% | +7.1% | +0.7% |
| YTD | +4.4% | -16.3% | +20.7% | +6.6% |
| 1Y | +3.9% | -13.1% | +17.0% | +5.0% |
| All | +3.9% | -11.8% | +15.7% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling