+662.2%
MSI vs CBRE
+376.9%
+285.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +2.6% | -2.8% | +5.4% | +3.6% |
| 30D | +18.1% | +2.2% | +15.9% | +16.8% |
| 3M | +13.2% | -10.1% | +23.3% | +16.5% |
| 6M | +36.3% | -8.0% | +44.3% | +38.4% |
| YTD | +39.5% | -17.6% | +57.1% | +45.4% |
| 1Y | +36.9% | -14.7% | +51.6% | +40.6% |
| 3Y | +76.1% | +80.4% | -4.3% | +30.7% |
| 5Y | +123.7% | +25.9% | +97.8% | +87.7% |
| All | +662.2% | +376.9% | +285.3% | +268.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling