+231.9%
MTSI vs CBRE
+72.5%
+159.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +1.4% | -2.0% | +3.4% | +2.0% |
| 30D | +2.1% | -2.2% | +4.3% | +2.4% |
| 3M | -29.7% | +12.9% | -42.6% | -34.1% |
| 6M | +12.5% | +4.3% | +8.2% | +9.0% |
| YTD | +57.0% | -8.0% | +65.1% | +58.4% |
| 1Y | +103.9% | -8.6% | +112.5% | +105.4% |
| All | +231.9% | +72.5% | +159.4% | +131.9% |
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 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