-12.5%
NCLH vs MAGS
+126.1%
-138.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.7% |
| 7D | -6.5% | -1.8% | -4.8% | -5.2% |
| 30D | -22.1% | +1.1% | -23.2% | -22.8% |
| 3M | -18.7% | +7.7% | -26.4% | -23.8% |
| 6M | -28.4% | +11.7% | -40.1% | -34.5% |
| YTD | -34.7% | +4.9% | -39.6% | -37.3% |
| 1Y | -42.7% | +14.3% | -57.0% | -48.8% |
| All | -12.5% | +126.1% | -138.6% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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