+1,260.3%
MA vs NCLH
-28.0%
+1,288.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.4% |
| 7D | -0.5% | +1.7% | -2.2% | -0.9% |
| 30D | +7.9% | +17.9% | -10.0% | +4.2% |
| 3M | +16.8% | -4.5% | +21.3% | +17.4% |
| 6M | +31.0% | +12.9% | +18.1% | +26.3% |
| YTD | +15.0% | -19.1% | +34.1% | +17.1% |
| 1Y | +17.0% | -4.6% | +21.7% | +14.9% |
| 3Y | +68.5% | +37.0% | +31.4% | +44.9% |
| 5Y | +85.0% | -29.5% | +114.5% | +71.2% |
| 10Y | +561.3% | -53.0% | +614.3% | +449.0% |
| All | +1,260.3% | -28.0% | +1,288.3% | +981.8% |
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