+1,105.5%
MA vs NCLH
-38.0%
+1,143.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | -6.5% | +3.8% | -1.4% |
| 30D | +1.5% | -23.3% | +24.8% | +6.9% |
| 3M | +20.4% | -18.6% | +39.0% | +24.6% |
| 6M | +11.1% | -26.2% | +37.4% | +16.3% |
| YTD | +2.0% | -30.2% | +32.2% | +7.2% |
| 1Y | -2.2% | -39.2% | +37.0% | +5.1% |
| 3Y | +41.9% | -5.1% | +46.9% | +31.7% |
| 5Y | +75.4% | -36.8% | +112.1% | +65.8% |
| 10Y | +527.5% | -56.3% | +583.8% | +425.4% |
| All | +1,105.5% | -38.0% | +1,143.5% | +890.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling