+181.3%
MS vs CBRE
+72.5%
+108.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.4% | -2.0% | +3.3% | +2.2% |
| 30D | -0.3% | -2.2% | +1.9% | +0.4% |
| 3M | +0.3% | +12.9% | -12.6% | -5.9% |
| 6M | +31.3% | +4.3% | +27.0% | +27.5% |
| YTD | +24.7% | -8.0% | +32.7% | +27.5% |
| 1Y | +47.9% | -8.6% | +56.5% | +51.3% |
| All | +181.3% | +72.5% | +108.8% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling