+1,273.3%
MA vs NCLH
-26.3%
+1,299.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | +1.8% | +6.3% | -4.5% | +0.6% |
| 30D | +11.8% | +18.9% | -7.1% | +7.8% |
| 3M | +17.2% | -0.2% | +17.4% | +16.8% |
| 6M | +33.4% | +8.4% | +25.0% | +29.6% |
| YTD | +16.1% | -17.1% | +33.2% | +17.6% |
| 1Y | +19.9% | -2.8% | +22.7% | +17.3% |
| 3Y | +70.1% | +40.4% | +29.6% | +45.6% |
| 5Y | +89.6% | -30.8% | +120.4% | +76.2% |
| 10Y | +568.4% | -51.3% | +619.7% | +450.6% |
| All | +1,273.3% | -26.3% | +1,299.6% | +986.9% |
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