+145.1%
MS vs CBRE
+50.7%
+94.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +1.4% | -2.0% | +3.3% | +2.3% |
| 30D | -0.3% | -2.2% | +1.9% | +0.5% |
| 3M | +0.3% | +12.9% | -12.6% | -6.8% |
| 6M | +31.3% | +4.3% | +27.0% | +26.8% |
| YTD | +24.7% | -8.0% | +32.7% | +27.6% |
| 1Y | +47.9% | -8.6% | +56.5% | +51.4% |
| 3Y | +178.3% | +71.9% | +106.5% | +94.8% |
| All | +145.1% | +50.7% | +94.3% | +77.2% |
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 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