-90.1%
MSTU vs CBRE
-13.9%
-76.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.5% | -11.4% | -11.3% |
| 7D | -23.0% | -2.8% | -20.2% | -20.4% |
| 30D | -47.7% | +2.2% | -49.9% | -48.0% |
| 3M | +12.5% | -10.1% | +22.6% | +27.0% |
| 6M | -76.1% | -8.0% | -68.1% | -73.3% |
| YTD | -75.5% | -17.6% | -57.9% | -68.6% |
| 1Y | -90.1% | -14.7% | -75.4% | -87.3% |
| All | -90.1% | -13.9% | -76.1% | -87.3% |
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