-94.0%
MSTU vs CBRE
-15.0%
-79.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -5.7% |
| 7D | -22.0% | -7.2% | -14.8% | -16.5% |
| 30D | +60.3% | -6.4% | +66.7% | +69.1% |
| 3M | -3.7% | +2.9% | -6.6% | -6.1% |
| 6M | -45.2% | +2.5% | -47.7% | -45.0% |
| YTD | -64.3% | -14.2% | -50.1% | -58.0% |
| 1Y | -94.0% | -15.1% | -78.9% | -92.8% |
| All | -94.0% | -15.0% | -79.0% | -92.8% |
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