+186.2%
MTSI vs CBRE
+79.1%
+107.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.5% | +11.0% |
| 7D | -10.0% | +5.2% | -15.2% | -11.3% |
| 30D | -37.2% | +6.2% | -43.4% | -38.4% |
| 3M | -30.1% | -8.1% | -22.0% | -28.5% |
| 6M | -31.9% | -6.6% | -25.3% | -31.4% |
| YTD | +23.2% | -15.7% | +38.9% | +27.7% |
| 1Y | +26.4% | -9.7% | +36.0% | +25.8% |
| 3Y | +186.2% | +80.4% | +105.8% | +94.6% |
| All | +186.2% | +79.1% | +107.1% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling