+541.8%
MS vs CBRE
+384.3%
+157.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -1.7% | -4.6% | +2.9% | +0.9% |
| 30D | +0.9% | +3.0% | -2.0% | -1.0% |
| 3M | -10.8% | -8.7% | -2.1% | -7.0% |
| 6M | +0.9% | -7.9% | +8.8% | +3.6% |
| YTD | +9.8% | -16.3% | +26.1% | +17.8% |
| 1Y | +17.1% | -13.1% | +30.2% | +22.8% |
| 3Y | +175.7% | +83.1% | +92.6% | +81.0% |
| 5Y | +125.9% | +27.7% | +98.1% | +79.4% |
| All | +541.8% | +384.3% | +157.6% | +139.3% |
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