+1,409.3%
MKSI vs CBRE
+2,105.5%
-696.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.6% |
| 7D | +6.6% | -1.7% | +8.3% | +7.1% |
| 30D | -8.2% | -3.0% | -5.3% | -7.8% |
| 3M | -16.4% | +2.6% | -19.0% | -18.3% |
| 6M | +23.0% | +2.0% | +21.0% | +20.3% |
| YTD | +68.2% | -13.1% | +81.3% | +72.6% |
| 1Y | +148.6% | -13.8% | +162.4% | +155.5% |
| 3Y | +196.0% | +63.9% | +132.1% | +148.2% |
| 5Y | +87.4% | +42.3% | +45.0% | +66.0% |
| 10Y | +523.8% | +401.2% | +122.6% | +280.8% |
| All | +1,409.3% | +2,105.5% | -696.2% | +275.5% |
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