+66.3%
MA vs NCLH
-39.0%
+105.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | 0.0% |
| 7D | -3.5% | -4.6% | +1.1% | -2.7% |
| 30D | +0.8% | -19.9% | +20.7% | +4.6% |
| 3M | +14.8% | -22.0% | +36.7% | +19.0% |
| 6M | +10.0% | -28.3% | +38.3% | +15.0% |
| YTD | -0.1% | -33.5% | +33.4% | +5.2% |
| 1Y | -2.2% | -41.5% | +39.2% | +4.8% |
| 3Y | +39.3% | -8.9% | +48.2% | +30.9% |
| 5Y | +66.3% | -40.5% | +106.8% | +59.1% |
| All | +66.3% | -39.0% | +105.4% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling