-55.3%
NCLH vs MOS
+11.1%
-66.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.6% |
| 7D | -0.3% | +7.1% | -7.3% | -3.9% |
| 30D | -20.1% | +15.0% | -35.1% | -26.4% |
| 3M | -17.0% | +24.1% | -41.1% | -27.4% |
| 6M | -23.2% | +2.7% | -26.0% | -27.1% |
| YTD | -31.0% | +12.2% | -43.2% | -38.5% |
| 1Y | -37.3% | -16.3% | -21.0% | -34.7% |
| 3Y | -5.6% | -23.3% | +17.7% | -3.3% |
| 5Y | -37.0% | -4.2% | -32.8% | -51.4% |
| 10Y | -55.3% | +12.6% | -67.8% | -78.5% |
| All | -55.3% | +11.1% | -66.3% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling