+43.5%
MAS vs CBRE
+27.7%
+15.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | -0.1% | -1.5% |
| 7D | +4.6% | +6.0% | -1.5% | +1.1% |
| 30D | +19.9% | +4.4% | +15.5% | +16.8% |
| 3M | +8.9% | -9.8% | +18.7% | +15.0% |
| 6M | +20.2% | -4.4% | +24.5% | +21.9% |
| YTD | +33.9% | -15.2% | +49.1% | +43.7% |
| 1Y | +34.7% | -9.1% | +43.8% | +38.2% |
| 3Y | +60.4% | +79.4% | -19.0% | +3.5% |
| 5Y | +43.5% | +27.8% | +15.6% | +6.6% |
| All | +43.5% | +27.7% | +15.7% | +6.6% |
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