+48.6%
MS vs NCLH
-39.5%
+88.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +2.5% | -0.3% | +2.7% | +2.5% |
| 30D | 0.0% | -20.1% | +20.0% | +3.3% |
| 3M | +2.4% | -17.0% | +19.5% | +4.5% |
| 6M | +36.4% | -23.2% | +59.6% | +39.7% |
| YTD | +23.8% | -31.0% | +54.9% | +28.1% |
| 1Y | +48.6% | -37.3% | +85.9% | +56.9% |
| All | +48.6% | -39.5% | +88.1% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling