Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSUSX (U.S. REAL ESTATE PORTFOLIO CLASS I) | NA | 35.64% | 1.30% | 2.87% | 3.70% | 7.83% | 6.17% | … | … |
Data as of 11/13/2024, Common starting date is 02/24/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSUSX (U.S. REAL ESTATE PORTFOLIO CLASS I) | 02/24/1995 | 11/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 35.64 | 1.30 | 2.87 | 3.70 | 7.83 | 6.17 | … | … | 16.97 | 14.68 | -26.35 | 38.98 | -18.01 | 18.23 | -8.39 | 3.28 | 6.91 | 2.54 | 30.72 | 1.30 | 16.28 | 5.59 | 29.33 | 29.70 | -38.21 | -16.64 | 38.69 | 17.66 | 37.28 | 37.62 | 0.18 | 8.19 | 29.64 | -6.85 | -17.36 | 6.73 | 26.18 | 14.20 |
| Sharpe Ratio | NA | 1.89 | -0.11 | 0.02 | 0.10 | NA | NA | … | … | 0.87 | 0.55 | -1.03 | 2.51 | -0.36 | 1.33 | -0.58 | 0.24 | 0.42 | 0.15 | 2.87 | 0.09 | 1.22 | 0.19 | 1.14 | 0.48 | -0.54 | -0.77 | 2.53 | 1.04 | 2.27 | 3.21 | -0.06 | 0.54 | 2.31 | -1.02 | -1.52 | 0.20 | 2.56 | 1.42 |
| Standard Deviation(%) | NA | 15.43 | 21.05 | 28.44 | 22.71 | NA | NA | … | … | 14.52 | 19.12 | 27.03 | 15.53 | 49.97 | 12.61 | 16.88 | 10.90 | 16.14 | 17.17 | 10.71 | 14.69 | 13.40 | 28.53 | 25.72 | 62.25 | 71.94 | 25.50 | 14.04 | 14.91 | 16.00 | 11.50 | 14.42 | 10.98 | 11.06 | 9.89 | 13.60 | 16.11 | 8.77 | 9.26 |
| Draw Down(%) | NA | 9.39 | 33.38 | 47.49 | 47.49 | NA | NA | … | … | 9.19 | 16.28 | 33.38 | 7.26 | 47.49 | 5.88 | 15.77 | 7.91 | 14.20 | 16.11 | 7.02 | 15.71 | 9.10 | 23.17 | 16.06 | 39.84 | 62.49 | 28.11 | 7.59 | 10.33 | 16.27 | 7.13 | 21.12 | 13.08 | 7.16 | 20.97 | 26.14 | 16.69 | 5.46 | 5.52 |
| Yield(%) | 0.00 | 135.30 | 31.22 | 20.48 | 11.95 | 16.60 | 9.63 | … | … | 115.59 | 2.55 | 1.10 | 1.45 | 2.10 | 16.05 | 22.57 | 14.43 | 10.61 | 14.66 | 6.61 | 3.53 | 3.23 | 0.93 | 0.99 | 2.47 | 8.61 | 28.18 | 16.89 | 16.70 | 7.19 | 4.83 | 7.69 | 7.16 | 6.77 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/13/2024, Common starting date is 02/24/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSUSX (U.S. REAL ESTATE PORTFOLIO CLASS I) |
-23.85%
Mar 2006 – Mar 2009 |
-6.07%
Mar 2004 – Mar 2009 |
2.25%
Oct 2013 – Oct 2023 |
2.36%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSUSX (U.S. REAL ESTATE PORTFOLIO CLASS I) |
40.67%
Feb 2009 – Feb 2012 |
27.47%
Feb 2009 – Feb 2014 |
16.83%
Feb 2009 – Feb 2019 |
13.19%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart