+93.3%
MSFU vs CBRE
+76.2%
+17.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.6% |
| 7D | +2.5% | +5.2% | -2.7% | +0.1% |
| 30D | -1.3% | +6.2% | -7.5% | -4.3% |
| 3M | +8.6% | -8.1% | +16.7% | +12.6% |
| 6M | +48.4% | -6.6% | +55.0% | +52.4% |
| YTD | +1.6% | -15.7% | +17.3% | +8.4% |
| 1Y | -5.8% | -9.7% | +3.9% | -3.1% |
| 3Y | +30.9% | +80.4% | -49.5% | -10.6% |
| All | +93.3% | +76.2% | +17.2% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling