-28.4%
NCLH vs MAS
+560.3%
-588.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -2.3% |
| 7D | -2.5% | +4.6% | -7.1% | -5.2% |
| 30D | +14.5% | +19.9% | -5.4% | +2.1% |
| 3M | -12.5% | +8.9% | -21.4% | -17.1% |
| 6M | +4.8% | +20.2% | -15.3% | -7.2% |
| YTD | -20.4% | +33.9% | -54.3% | -34.8% |
| 1Y | -4.6% | +34.7% | -39.2% | -22.1% |
| 3Y | +28.6% | +60.4% | -31.8% | -5.2% |
| 5Y | -38.6% | +43.5% | -82.0% | -52.0% |
| 10Y | -52.0% | +226.7% | -278.7% | -76.2% |
| All | -28.4% | +560.3% | -588.7% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling