+882.8%
MSI vs CBRE
+2,039.6%
-1,156.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.6% |
| 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% | +38.9% |
| 1Y | +33.8% | -9.7% | +43.4% | +34.7% |
| 3Y | +74.4% | +80.4% | -6.0% | +43.8% |
| 5Y | +120.5% | +27.0% | +93.5% | +96.9% |
| 10Y | +685.2% | +412.9% | +272.3% | +378.7% |
| All | +882.8% | +2,039.6% | -1,156.9% | +173.0% |
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