+607.1%
MS vs CBRE
+397.3%
+209.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -1.6% | +5.2% | -6.7% | -4.3% |
| 30D | -3.8% | +6.2% | -10.0% | -7.3% |
| 3M | -14.6% | -8.1% | -6.5% | -11.3% |
| 6M | -5.1% | -6.6% | +1.6% | -3.3% |
| YTD | +4.5% | -15.7% | +20.2% | +11.8% |
| 1Y | +13.5% | -9.7% | +23.2% | +16.4% |
| 3Y | +160.4% | +80.4% | +80.0% | +72.5% |
| 5Y | +112.9% | +27.0% | +85.8% | +69.6% |
| All | +607.1% | +397.3% | +209.8% | +155.6% |
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