-54.5%
NCLH vs MAS
+215.9%
-270.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | +1.2% | -1.8% | +3.0% | +2.6% |
| 30D | +22.6% | +23.6% | -1.0% | +4.7% |
| 3M | +0.6% | +12.4% | -11.8% | -7.8% |
| 6M | +13.5% | +21.9% | -8.3% | -2.9% |
| YTD | -15.7% | +36.1% | -51.8% | -34.4% |
| 1Y | 0.0% | +39.5% | -39.5% | -23.7% |
| 3Y | +42.8% | +59.1% | -16.3% | -1.7% |
| 5Y | -28.4% | +44.4% | -72.9% | -47.8% |
| All | -54.5% | +215.9% | -270.3% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling