+2,191.5%
MSFT vs NCLH
-38.0%
+2,229.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -2.7% | -6.5% | +3.8% | -1.8% |
| 30D | +2.7% | -23.3% | +26.0% | +6.3% |
| 3M | +17.0% | -18.6% | +35.6% | +19.5% |
| 6M | +23.8% | -26.2% | +50.1% | +27.6% |
| YTD | +4.0% | -30.2% | +34.2% | +7.1% |
| 1Y | -0.8% | -39.2% | +38.3% | +3.6% |
| 3Y | +55.6% | -5.1% | +60.7% | +47.5% |
| 5Y | +72.9% | -36.8% | +109.7% | +65.5% |
| 10Y | +875.8% | -56.3% | +932.1% | +786.4% |
| All | +2,191.5% | -38.0% | +2,229.5% | +1,972.0% |
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