+148.2%
MOS vs CBRE
+2,052.9%
-1,904.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.7% | +4.5% |
| 7D | +22.5% | +6.0% | +16.4% | +20.2% |
| 30D | +6.6% | +4.4% | +2.3% | +4.9% |
| 3M | -3.8% | -9.8% | +6.0% | -1.0% |
| 6M | -2.2% | -4.4% | +2.2% | -1.9% |
| YTD | -4.8% | -15.2% | +10.4% | -1.6% |
| 1Y | -11.7% | -9.1% | -2.6% | -11.0% |
| 3Y | -26.5% | +79.4% | -105.9% | -42.8% |
| 5Y | -32.2% | +27.8% | -60.0% | -41.5% |
| 10Y | +10.2% | +416.1% | -405.9% | -40.7% |
| All | +148.2% | +2,052.9% | -1,904.7% | -35.2% |
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 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