-56.6%
NCLH vs MAS
+215.0%
-271.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +0.2% | +3.0% | -2.8% | -2.0% |
| 30D | +20.8% | +22.4% | -1.6% | +3.9% |
| 3M | -8.1% | +14.5% | -22.6% | -16.9% |
| 6M | +11.8% | +27.1% | -15.3% | -7.3% |
| YTD | -19.5% | +35.8% | -55.3% | -37.3% |
| 1Y | -3.2% | +39.4% | -42.6% | -26.1% |
| 3Y | +37.1% | +60.3% | -23.2% | -6.1% |
| 5Y | -29.9% | +39.4% | -69.4% | -47.6% |
| All | -56.6% | +215.0% | -271.6% | -83.4% |
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