+225.0%
MTSI vs CBRE
+25.6%
+199.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +29.1% | -2.8% | +31.9% | +30.8% |
| 30D | -20.4% | +2.2% | -22.6% | -21.4% |
| 3M | -20.9% | -10.1% | -10.8% | -17.9% |
| 6M | -32.3% | -8.0% | -24.3% | -31.5% |
| YTD | +43.5% | -17.6% | +61.1% | +51.0% |
| 1Y | +43.8% | -14.7% | +58.5% | +48.2% |
| 3Y | +218.8% | +80.4% | +138.4% | +101.6% |
| All | +225.0% | +25.6% | +199.4% | +145.7% |
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