+183.6%
MTSI vs CBRE
+26.4%
+157.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.5% | +11.1% |
| 7D | -10.0% | +5.2% | -15.2% | -12.0% |
| 30D | -37.2% | +6.2% | -43.4% | -39.1% |
| 3M | -30.1% | -8.1% | -22.0% | -28.1% |
| 6M | -31.9% | -6.6% | -25.3% | -31.5% |
| YTD | +23.2% | -15.7% | +38.9% | +28.3% |
| 1Y | +26.4% | -9.7% | +36.0% | +26.1% |
| 3Y | +186.2% | +80.4% | +105.8% | +81.4% |
| All | +183.6% | +26.4% | +157.2% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling