-87.2%
MSTU vs CBRE
-6.2%
-81.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.1% | +6.2% | +6.1% |
| 7D | -4.8% | +14.1% | -18.9% | -17.3% |
| 30D | -29.6% | +9.0% | -38.6% | -35.0% |
| 3M | +69.4% | -6.6% | +76.0% | +80.6% |
| 6M | -62.2% | +0.8% | -63.0% | -62.3% |
| YTD | -61.1% | -12.2% | -48.8% | -54.0% |
| 1Y | -87.2% | -6.8% | -80.3% | -85.2% |
| All | -87.2% | -6.2% | -81.0% | -85.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling