-2.2%
MA vs NCLH
-39.6%
+37.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.2% |
| 7D | -3.5% | -4.6% | +1.1% | -3.0% |
| 30D | +0.8% | -19.9% | +20.7% | +3.1% |
| 3M | +14.8% | -22.0% | +36.7% | +17.3% |
| 6M | +10.0% | -28.3% | +38.3% | +13.7% |
| YTD | -0.1% | -33.5% | +33.4% | +3.8% |
| 1Y | -2.2% | -41.5% | +39.2% | +1.3% |
| All | -2.2% | -39.6% | +37.4% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling