-52.6%
NCLH vs MAS
+213.7%
-266.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +2.4% |
| 7D | +2.0% | +2.0% | 0.0% | +0.6% |
| 30D | +19.1% | +19.4% | -0.3% | +4.4% |
| 3M | -7.5% | +9.4% | -16.9% | -13.5% |
| 6M | +1.0% | +15.3% | -14.4% | -10.0% |
| YTD | -19.7% | +31.3% | -51.0% | -35.8% |
| 1Y | -1.8% | +34.9% | -36.6% | -23.1% |
| 3Y | +36.7% | +58.6% | -21.9% | -5.6% |
| 5Y | -38.0% | +40.7% | -78.7% | -53.9% |
| All | -52.6% | +213.7% | -266.3% | -82.0% |
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