-49.6%
NCLH vs MAS
+215.9%
-265.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +2.1% |
| 7D | +2.0% | +2.4% | -0.4% | +0.3% |
| 30D | +19.1% | +19.8% | -0.8% | +4.1% |
| 3M | -7.5% | +9.8% | -17.3% | -13.8% |
| 6M | +1.0% | +15.8% | -14.8% | -10.2% |
| YTD | -19.7% | +31.8% | -51.5% | -36.0% |
| 1Y | -1.8% | +35.4% | -37.1% | -23.3% |
| 3Y | +36.7% | +59.2% | -22.5% | -5.9% |
| 5Y | -38.0% | +41.2% | -79.3% | -54.1% |
| All | -49.6% | +215.9% | -265.5% | -81.2% |
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