-39.2%
NCLH vs MOS
-17.5%
-21.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -6.5% | +9.5% | -16.0% | -8.5% |
| 30D | -23.3% | +10.4% | -33.7% | -25.1% |
| 3M | -18.6% | +12.9% | -31.5% | -21.5% |
| 6M | -26.2% | +1.2% | -27.5% | -28.2% |
| YTD | -30.2% | +9.3% | -39.6% | -35.0% |
| 1Y | -39.2% | -18.0% | -21.2% | -39.9% |
| All | -39.2% | -17.5% | -21.7% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling