+424.5%
MAS vs CBRE
+2,052.9%
-1,628.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | -0.1% | -2.2% |
| 7D | +4.6% | +6.0% | -1.5% | +2.4% |
| 30D | +19.9% | +4.4% | +15.5% | +18.0% |
| 3M | +8.9% | -9.8% | +18.7% | +12.8% |
| 6M | +20.2% | -4.4% | +24.5% | +21.5% |
| YTD | +33.9% | -15.2% | +49.1% | +40.4% |
| 1Y | +34.7% | -9.1% | +43.8% | +37.7% |
| 3Y | +60.4% | +79.4% | -19.0% | +27.8% |
| 5Y | +43.5% | +27.8% | +15.6% | +28.4% |
| 10Y | +226.7% | +416.1% | -189.4% | +72.0% |
| All | +424.5% | +2,052.9% | -1,628.4% | +74.6% |
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