+513.2%
MA vs NCLH
-56.8%
+570.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.1% |
| 7D | -3.5% | -4.6% | +1.1% | -2.6% |
| 30D | +0.8% | -19.9% | +20.7% | +5.1% |
| 3M | +14.8% | -22.0% | +36.7% | +19.7% |
| 6M | +10.0% | -28.3% | +38.3% | +15.6% |
| YTD | -0.1% | -33.5% | +33.4% | +5.9% |
| 1Y | -2.2% | -41.5% | +39.2% | +5.6% |
| 3Y | +39.3% | -8.9% | +48.2% | +30.6% |
| 5Y | +66.3% | -40.5% | +106.8% | +59.5% |
| 10Y | +513.2% | -57.0% | +570.2% | +447.4% |
| All | +513.2% | -56.8% | +570.1% | +447.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 10y: compounded portfolio wealth divided by compounded NCLH 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…
10y analysis · Full analysis span regression · 6 months rolling