+190.0%
MAGS vs CBRE
+102.3%
+87.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.2% | +0.6% |
| 7D | +1.2% | -1.5% | +2.8% | +1.7% |
| 30D | -0.1% | -4.0% | +3.9% | +1.0% |
| 3M | +3.8% | +8.0% | -4.2% | +1.0% |
| 6M | +13.2% | +4.0% | +9.3% | +11.2% |
| YTD | +4.7% | -11.5% | +16.2% | +7.4% |
| 1Y | +14.4% | -13.0% | +27.4% | +17.7% |
| 3Y | +128.6% | +66.9% | +61.7% | +92.7% |
| All | +190.0% | +102.3% | +87.7% | +123.8% |
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