-48.1%
NCLH vs MOD
+1,005.7%
-1,053.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.9% | -7.0% | -0.8% |
| 7D | +2.7% | -13.9% | +16.7% | +6.4% |
| 30D | +18.4% | -41.5% | +59.9% | +40.9% |
| 3M | -4.3% | -45.7% | +41.5% | +16.0% |
| 6M | +7.9% | -61.1% | +69.0% | +43.1% |
| YTD | -17.4% | -20.5% | +3.1% | -19.9% |
| 1Y | -3.4% | -32.1% | +28.8% | -2.0% |
| 3Y | +44.4% | +146.5% | -102.0% | -27.0% |
| 5Y | -33.7% | +812.7% | -846.4% | -83.3% |
| 10Y | -48.1% | +966.8% | -1,015.0% | -90.3% |
| All | -48.1% | +1,005.7% | -1,053.9% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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