+238.5%
MTSI vs CBRE
+28.0%
+210.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.2% | +10.5% | +10.4% |
| 7D | +7.2% | -4.6% | +11.8% | +9.8% |
| 30D | -18.4% | +3.0% | -21.4% | -19.7% |
| 3M | -16.7% | -8.7% | -8.0% | -14.1% |
| 6M | -31.7% | -7.9% | -23.8% | -30.9% |
| YTD | +45.9% | -16.3% | +62.2% | +52.5% |
| 1Y | +47.0% | -13.1% | +60.1% | +50.2% |
| 3Y | +224.1% | +83.1% | +140.9% | +103.6% |
| 5Y | +238.5% | +27.7% | +210.8% | +154.7% |
| All | +238.5% | +28.0% | +210.5% | +154.7% |
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