-36.5%
NCLH vs MAS
+39.2%
-75.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +2.5% |
| 7D | +2.0% | +2.0% | 0.0% | +0.5% |
| 30D | +19.1% | +19.4% | -0.3% | +3.4% |
| 3M | -7.5% | +9.4% | -16.9% | -14.0% |
| 6M | +1.0% | +15.3% | -14.4% | -11.0% |
| YTD | -19.7% | +31.3% | -51.0% | -37.4% |
| 1Y | -1.8% | +34.9% | -36.6% | -25.2% |
| 3Y | +36.7% | +58.6% | -21.9% | -11.2% |
| All | -36.5% | +39.2% | -75.7% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling