-1.0%
NCLH vs MOS
-16.2%
+15.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +17.4% | -10.6% | +3.1% |
| 7D | +15.8% | +17.9% | -2.1% | +11.7% |
| 30D | +25.1% | +1.6% | +23.5% | +24.0% |
| 3M | -7.3% | -4.0% | -3.3% | -7.5% |
| 6M | +8.1% | -4.1% | +12.3% | +7.2% |
| YTD | -16.7% | -7.8% | -8.9% | -20.8% |
| 1Y | -1.0% | -15.6% | +14.6% | -2.5% |
| All | -1.0% | -16.2% | +15.2% | -2.5% |
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