+578.8%
MS vs CBRE
+421.6%
+157.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.2% | +2.0% |
| 7D | +0.7% | +1.0% | -0.3% | +0.3% |
| 30D | -0.9% | +5.6% | -6.6% | -4.2% |
| 3M | -13.0% | -6.8% | -6.2% | -10.3% |
| 6M | -2.0% | -5.6% | +3.6% | -0.7% |
| YTD | +7.8% | -14.1% | +21.8% | +14.0% |
| 1Y | +17.9% | -9.5% | +27.3% | +20.8% |
| 3Y | +174.8% | +91.8% | +83.0% | +75.7% |
| 5Y | +119.9% | +30.3% | +89.5% | +72.7% |
| 10Y | +578.8% | +406.9% | +172.0% | +145.0% |
| All | +578.8% | +421.6% | +157.2% | +145.0% |
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