+471.4%
MTSI vs CBRE
+421.6%
+49.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.1% | +8.0% |
| 7D | +3.5% | +1.0% | +2.5% | +3.2% |
| 30D | -30.3% | +5.6% | -36.0% | -32.7% |
| 3M | -26.0% | -6.8% | -19.2% | -24.3% |
| 6M | -36.1% | -5.6% | -30.5% | -36.3% |
| YTD | +34.3% | -14.1% | +48.4% | +38.6% |
| 1Y | +35.3% | -9.5% | +44.8% | +35.1% |
| 3Y | +217.6% | +91.8% | +125.9% | +96.9% |
| 5Y | +210.1% | +30.3% | +179.8% | +137.5% |
| 10Y | +471.4% | +406.9% | +64.6% | +142.9% |
| All | +471.4% | +421.6% | +49.8% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling