+443.2%
MAS vs CBRE
+2,128.1%
-1,684.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.1% | +1.5% | +4.1% |
| 7D | +14.2% | +14.1% | +0.1% | +8.9% |
| 30D | +26.8% | +9.0% | +17.8% | +22.8% |
| 3M | +13.1% | -6.6% | +19.7% | +15.7% |
| 6M | +27.9% | +0.8% | +27.2% | +26.9% |
| YTD | +38.7% | -12.2% | +50.9% | +43.6% |
| 1Y | +40.4% | -6.8% | +47.2% | +42.2% |
| 3Y | +66.1% | +85.6% | -19.5% | +30.7% |
| 5Y | +47.4% | +33.9% | +13.5% | +29.7% |
| 10Y | +238.3% | +434.1% | -195.8% | +75.9% |
| All | +443.2% | +2,128.1% | -1,684.9% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling