+7.6%
MOS vs CBRE
+397.3%
-389.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | +21.6% | +5.2% | +16.4% | +18.8% |
| 30D | +12.0% | +6.2% | +5.7% | +8.3% |
| 3M | -3.9% | -8.1% | +4.2% | -0.8% |
| 6M | -3.3% | -6.6% | +3.3% | -1.9% |
| YTD | -4.6% | -15.7% | +11.1% | -0.1% |
| 1Y | -7.0% | -9.7% | +2.7% | -6.2% |
| 3Y | -24.4% | +80.4% | -104.8% | -50.7% |
| 5Y | -32.1% | +27.0% | -59.1% | -47.6% |
| All | +7.6% | +397.3% | -389.6% | -58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling