+118.9%
MSI vs CBRE
+26.4%
+92.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +4.7% | +5.2% | -0.5% | +3.2% |
| 30D | +14.8% | +6.2% | +8.5% | +12.7% |
| 3M | +8.8% | -8.1% | +16.9% | +10.6% |
| 6M | +19.3% | -6.6% | +26.0% | +20.4% |
| YTD | +35.3% | -15.7% | +51.1% | +39.1% |
| 1Y | +33.8% | -9.7% | +43.4% | +34.3% |
| 3Y | +74.4% | +80.4% | -6.0% | +32.2% |
| All | +118.9% | +26.4% | +92.5% | +88.3% |
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