+62.4%
MSFT vs NCLH
-30.1%
+92.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 3M | +5.6% | -8.1% | +13.8% | +6.6% |
| 6M | +29.8% | +11.8% | +18.0% | +26.2% |
| YTD | +9.0% | -19.5% | +28.5% | +10.0% |
| 1Y | +4.9% | -3.2% | +8.2% | +2.4% |
| 3Y | +46.2% | +37.1% | +9.1% | +27.4% |
| All | +62.4% | -30.1% | +92.5% | +50.6% |
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