+872.1%
MSFT vs NCLH
-57.7%
+929.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.4% |
| 7D | -3.5% | -6.5% | +3.1% | -2.7% |
| 30D | -2.1% | -22.1% | +20.0% | +1.0% |
| 3M | +24.2% | -18.7% | +42.9% | +26.7% |
| 6M | +21.9% | -28.4% | +50.3% | +25.8% |
| YTD | +2.5% | -34.7% | +37.2% | +6.3% |
| 1Y | -0.8% | -42.7% | +41.9% | +4.3% |
| 3Y | +50.8% | -10.6% | +61.4% | +44.3% |
| 5Y | +73.5% | -40.7% | +114.3% | +67.6% |
| All | +872.1% | -57.7% | +929.7% | +894.4% |
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 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