+1,074.6%
MS vs NCLH
-26.6%
+1,101.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.4% |
| 7D | +0.7% | +2.7% | -2.0% | +0.1% |
| 30D | -0.9% | +18.4% | -19.3% | -5.5% |
| 3M | -13.0% | -4.3% | -8.7% | -12.4% |
| 6M | -2.0% | +7.9% | -9.9% | -5.4% |
| YTD | +7.8% | -17.4% | +25.2% | +9.8% |
| 1Y | +17.9% | -3.4% | +21.2% | +14.8% |
| 3Y | +174.8% | +44.4% | +130.4% | +128.5% |
| 5Y | +119.9% | -33.7% | +153.6% | +106.6% |
| 10Y | +578.8% | -48.1% | +627.0% | +450.6% |
| All | +1,074.6% | -26.6% | +1,101.1% | +798.4% |
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