-6.3%
MOS vs CBRE
+379.0%
-385.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.1% |
| 30D | +15.3% | +3.3% | +12.0% | +13.1% |
| 3M | +1.5% | -12.4% | +13.9% | +7.4% |
| 6M | -2.0% | -5.4% | +3.4% | -1.2% |
| YTD | -6.5% | -17.2% | +10.7% | -1.2% |
| 1Y | -11.1% | -13.1% | +2.0% | -8.5% |
| 3Y | -30.3% | +81.6% | -111.8% | -54.7% |
| 5Y | -33.5% | +26.4% | -59.9% | -48.6% |
| All | -6.3% | +379.0% | -385.4% | -62.9% |
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 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