+592.6%
MA vs NCLH
-51.1%
+643.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -1.8% | +1.2% | -3.0% | -2.0% |
| 30D | +11.0% | +22.6% | -11.6% | +6.5% |
| 3M | +17.9% | +0.6% | +17.2% | +17.3% |
| 6M | +33.2% | +13.5% | +19.6% | +28.3% |
| YTD | +16.5% | -15.7% | +32.2% | +17.6% |
| 1Y | +19.1% | 0.0% | +19.1% | +15.9% |
| 3Y | +70.6% | +42.8% | +27.8% | +46.0% |
| 5Y | +92.1% | -28.4% | +120.6% | +77.7% |
| All | +592.6% | -51.1% | +643.7% | +499.5% |
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