+48.9%
MSFT vs NCLH
-10.5%
+59.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.2% |
| 7D | -1.0% | -4.6% | +3.6% | -0.7% |
| 30D | -2.7% | -19.9% | +17.3% | -1.0% |
| 3M | +22.1% | -22.0% | +44.1% | +23.8% |
| 6M | +20.6% | -28.3% | +48.9% | +22.8% |
| YTD | +2.3% | -33.5% | +35.8% | +4.5% |
| 1Y | -0.5% | -41.5% | +40.9% | +2.9% |
| All | +48.9% | -10.5% | +59.4% | +44.3% |
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