+189.2%
MAGS vs CBRE
+91.4%
+97.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.0% | -4.6% | +2.6% | -0.6% |
| 30D | -6.9% | +3.0% | -9.8% | -7.8% |
| 3M | +0.7% | -8.7% | +9.4% | +3.1% |
| 6M | -0.8% | -7.9% | +7.1% | +1.0% |
| YTD | +4.4% | -16.3% | +20.7% | +8.7% |
| 1Y | +3.9% | -13.1% | +17.0% | +6.7% |
| 3Y | +122.7% | +83.1% | +39.6% | +84.1% |
| All | +189.2% | +91.4% | +97.9% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling