+46.2%
MSFT vs NCLH
+37.2%
+9.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -1.8% | +20.8% | -22.6% | -3.3% |
| 3M | +5.6% | -8.1% | +13.8% | +6.1% |
| 6M | +29.8% | +11.8% | +18.0% | +27.3% |
| YTD | +9.0% | -19.5% | +28.5% | +9.6% |
| 1Y | +4.9% | -3.2% | +8.2% | +3.0% |
| 3Y | +46.2% | +37.1% | +9.1% | +48.9% |
| All | +46.2% | +37.2% | +9.0% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling