+791.7%
MSI vs CBRE
+2,234.5%
-1,442.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -3.7% | -2.0% | -1.7% | -3.3% |
| 30D | +6.8% | -2.2% | +9.0% | +7.2% |
| 3M | +14.3% | +12.9% | +1.4% | +10.4% |
| 6M | -1.6% | +4.3% | -5.9% | -3.2% |
| YTD | +22.8% | -8.0% | +30.8% | +23.7% |
| 1Y | -1.1% | -8.6% | +7.5% | -0.4% |
| 3Y | +70.5% | +71.9% | -1.4% | +42.8% |
| 5Y | +102.8% | +50.0% | +52.8% | +74.1% |
| 10Y | +597.4% | +390.1% | +207.4% | +330.2% |
| All | +791.7% | +2,234.5% | -1,442.8% | +143.1% |
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