+803.2%
MS vs NCLH
-56.8%
+860.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.5% |
| 7D | +1.7% | -4.6% | +6.3% | +2.9% |
| 30D | 0.0% | -19.9% | +20.0% | +5.8% |
| 3M | +3.0% | -22.0% | +25.0% | +8.7% |
| 6M | +35.7% | -28.3% | +64.0% | +45.4% |
| YTD | +23.3% | -33.5% | +56.8% | +33.2% |
| 1Y | +44.7% | -41.5% | +86.1% | +60.3% |
| 3Y | +178.0% | -8.9% | +186.9% | +161.9% |
| 5Y | +143.2% | -40.5% | +183.6% | +135.5% |
| 10Y | +803.2% | -57.0% | +860.1% | +726.1% |
| All | +803.2% | -56.8% | +860.0% | +726.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling