-41.4%
NCLH vs MKSI
+84.1%
-125.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.8% |
| 7D | -4.8% | +2.7% | -7.5% | -6.0% |
| 30D | -21.7% | -12.8% | -8.9% | -17.1% |
| 3M | -22.2% | -22.5% | +0.3% | -16.9% |
| 6M | -27.5% | +19.4% | -46.9% | -38.3% |
| YTD | -33.6% | +67.7% | -101.3% | -53.4% |
| 1Y | -45.0% | +131.4% | -176.4% | -68.3% |
| 3Y | -11.0% | +197.3% | -208.4% | -60.8% |
| All | -41.4% | +84.1% | -125.5% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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