+184.9%
MOS vs CBRE
+2,234.5%
-2,049.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +9.5% | -2.0% | +11.5% | +10.1% |
| 30D | +10.4% | -2.2% | +12.6% | +10.9% |
| 3M | +12.9% | +12.9% | 0.0% | +7.5% |
| 6M | +1.2% | +4.3% | -3.1% | -1.4% |
| YTD | +9.3% | -8.0% | +17.4% | +10.2% |
| 1Y | -18.0% | -8.6% | -9.4% | -17.3% |
| 3Y | -29.0% | +71.9% | -100.9% | -43.9% |
| 5Y | -9.6% | +50.0% | -59.6% | -26.0% |
| 10Y | +6.1% | +390.1% | -384.0% | -42.0% |
| All | +184.9% | +2,234.5% | -2,049.6% | -27.5% |
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