+114.0%
MS vs CBRE
+27.7%
+86.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.6% | -4.3% |
| 7D | -3.4% | +6.0% | -9.4% | -6.2% |
| 30D | -3.9% | +4.4% | -8.3% | -6.2% |
| 3M | -15.9% | -9.8% | -6.1% | -12.0% |
| 6M | -2.5% | -4.4% | +1.9% | -1.9% |
| YTD | +5.1% | -15.2% | +20.3% | +11.7% |
| 1Y | +13.0% | -9.1% | +22.1% | +15.4% |
| 3Y | +160.7% | +79.4% | +81.3% | +75.9% |
| 5Y | +114.0% | +27.8% | +86.2% | +71.4% |
| All | +114.0% | +27.7% | +86.3% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling