+61.7%
MTSI vs CBRE
-6.2%
+67.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -0.5% |
| 7D | -10.7% | +14.1% | -24.7% | -9.4% |
| 30D | -29.0% | +9.0% | -38.0% | -28.0% |
| 3M | -14.7% | -6.6% | -8.1% | -14.5% |
| 6M | -20.1% | +0.8% | -20.8% | -19.6% |
| YTD | +36.1% | -12.2% | +48.4% | +35.2% |
| 1Y | +61.7% | -6.8% | +68.6% | +58.7% |
| All | +61.7% | -6.2% | +67.9% | +58.7% |
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