-87.5%
MSTU vs CBRE
+17.6%
-105.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -3.1% |
| 7D | +12.9% | -1.7% | +14.6% | +17.4% |
| 30D | +68.3% | -3.0% | +71.3% | +74.5% |
| 3M | +0.4% | +2.6% | -2.3% | -4.8% |
| 6M | -41.5% | +2.0% | -43.5% | -43.9% |
| YTD | -61.7% | -13.1% | -48.6% | -54.7% |
| 1Y | -93.7% | -13.8% | -79.8% | -92.5% |
| All | -87.5% | +17.6% | -105.1% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling