+468.8%
MTSI vs CBRE
+379.0%
+89.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.8% |
| 7D | +10.0% | -1.8% | +11.8% | +11.1% |
| 30D | -20.3% | +3.3% | -23.6% | -22.1% |
| 3M | -24.4% | -12.4% | -12.1% | -20.0% |
| 6M | -39.2% | -5.4% | -33.8% | -39.5% |
| YTD | +35.5% | -17.2% | +52.7% | +42.6% |
| 1Y | +43.0% | -13.1% | +56.1% | +46.1% |
| 3Y | +196.3% | +81.6% | +114.7% | +89.0% |
| 5Y | +210.0% | +26.4% | +183.6% | +140.9% |
| All | +468.8% | +379.0% | +89.8% | +125.4% |
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 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