+14.3%
MAGS vs CBRE
-15.0%
+29.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -1.8% | -7.2% | +5.5% | -0.5% |
| 30D | +1.1% | -6.4% | +7.5% | +2.2% |
| 3M | +7.7% | +2.9% | +4.8% | +7.0% |
| 6M | +11.7% | +2.5% | +9.2% | +11.0% |
| YTD | +4.9% | -14.2% | +19.1% | +6.6% |
| 1Y | +14.3% | -15.1% | +29.5% | +14.9% |
| All | +14.3% | -15.0% | +29.3% | +14.9% |
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