+70.1%
MA vs NCLH
+44.8%
+25.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | +1.8% | +6.3% | -4.5% | +1.0% |
| 30D | +11.8% | +18.9% | -7.1% | +9.3% |
| 3M | +17.2% | -0.2% | +17.4% | +16.9% |
| 6M | +33.4% | +8.4% | +25.0% | +31.0% |
| YTD | +16.1% | -17.1% | +33.2% | +17.3% |
| 1Y | +19.9% | -2.8% | +22.7% | +18.5% |
| 3Y | +70.1% | +40.4% | +29.6% | +70.3% |
| All | +70.1% | +44.8% | +25.2% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling