+674.5%
MSI vs CBRE
+421.6%
+252.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.7% | +2.0% |
| 7D | +8.3% | +1.0% | +7.3% | +7.9% |
| 30D | +18.9% | +5.6% | +13.2% | +16.2% |
| 3M | +13.2% | -6.8% | +20.0% | +15.1% |
| 6M | +38.3% | -5.6% | +43.8% | +39.3% |
| YTD | +38.9% | -14.1% | +52.9% | +42.7% |
| 1Y | +36.7% | -9.5% | +46.2% | +37.6% |
| 3Y | +76.6% | +91.8% | -15.2% | +28.2% |
| 5Y | +124.5% | +30.3% | +94.2% | +86.3% |
| 10Y | +674.5% | +406.9% | +267.7% | +268.7% |
| All | +674.5% | +421.6% | +252.9% | +268.7% |
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 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