+84.3%
MKSI vs CBRE
+43.6%
+40.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +0.8% |
| 7D | +2.7% | -5.0% | +7.7% | +6.2% |
| 30D | -12.8% | -4.7% | -8.1% | -10.9% |
| 3M | -22.5% | +6.5% | -29.0% | -28.5% |
| 6M | +19.4% | +6.1% | +13.3% | +9.5% |
| YTD | +67.7% | -12.6% | +80.3% | +75.0% |
| 1Y | +131.4% | -15.3% | +146.7% | +146.8% |
| 3Y | +197.3% | +64.6% | +132.7% | +76.6% |
| All | +84.3% | +43.6% | +40.8% | +19.9% |
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