+145.1%
MS vs NCLH
-36.1%
+181.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | -6.5% | +7.9% | +3.0% |
| 30D | -0.3% | -23.3% | +23.0% | +6.0% |
| 3M | +0.3% | -18.6% | +18.9% | +4.4% |
| 6M | +31.3% | -26.2% | +57.6% | +38.9% |
| YTD | +24.7% | -30.2% | +54.9% | +32.3% |
| 1Y | +47.9% | -39.2% | +87.1% | +61.1% |
| 3Y | +178.3% | -5.1% | +183.4% | +162.1% |
| All | +145.1% | -36.1% | +181.2% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling