+15.9%
MS vs CBRE
-9.3%
+25.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.2% | +2.5% |
| 7D | +0.7% | +1.0% | -0.3% | +0.5% |
| 30D | -0.9% | +5.6% | -6.6% | -2.6% |
| 3M | -13.0% | -6.8% | -6.2% | -11.3% |
| 6M | -2.0% | -5.6% | +3.6% | -0.4% |
| YTD | +7.8% | -14.1% | +21.8% | +11.1% |
| All | +15.9% | -9.3% | +25.3% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling