-41.2%
NCLH vs MKSI
+1,009.5%
-1,050.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.8% |
| 7D | -6.5% | +4.9% | -11.4% | -8.8% |
| 30D | -22.1% | -11.0% | -11.1% | -18.1% |
| 3M | -18.7% | -17.1% | -1.6% | -15.8% |
| 6M | -28.4% | +16.4% | -44.8% | -38.3% |
| YTD | -34.7% | +64.3% | -99.0% | -53.8% |
| 1Y | -42.7% | +137.7% | -180.4% | -67.4% |
| 3Y | -10.6% | +189.1% | -199.7% | -58.6% |
| 5Y | -40.7% | +83.1% | -123.9% | -65.8% |
| 10Y | -57.8% | +509.4% | -567.1% | -87.0% |
| All | -41.2% | +1,009.5% | -1,050.7% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling