+596.9%
MSI vs CBRE
+381.8%
+215.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -4.0% | -1.7% | -2.3% | -3.5% |
| 30D | -0.5% | -3.0% | +2.5% | +0.4% |
| 3M | +11.4% | +2.6% | +8.8% | +9.8% |
| 6M | +1.0% | +2.0% | -1.0% | -0.6% |
| YTD | +20.7% | -13.1% | +33.8% | +24.1% |
| 1Y | -2.7% | -13.8% | +11.1% | +0.2% |
| 3Y | +68.2% | +63.9% | +4.3% | +30.8% |
| 5Y | +100.0% | +42.3% | +57.6% | +60.9% |
| 10Y | +596.9% | +401.2% | +195.7% | +229.5% |
| All | +596.9% | +381.8% | +215.1% | +229.5% |
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