-92.7%
MSTU vs CBRE
-7.7%
-85.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.6% |
| 7D | +21.3% | -2.0% | +23.3% | +23.3% |
| 30D | +90.8% | -2.2% | +93.0% | +92.7% |
| 3M | -6.8% | +12.9% | -19.7% | -17.0% |
| 6M | -39.8% | +4.3% | -44.1% | -40.9% |
| YTD | -55.7% | -8.0% | -47.6% | -51.1% |
| 1Y | -92.7% | -8.6% | -84.1% | -91.7% |
| All | -92.7% | -7.7% | -85.0% | -91.7% |
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 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