-29.6%
NCLH vs MOS
-33.6%
+4.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +0.2% | -2.0% | +2.2% | +0.9% |
| 30D | +20.8% | +15.3% | +5.5% | +14.5% |
| 3M | -8.1% | +1.5% | -9.6% | -9.7% |
| 6M | +11.8% | -2.0% | +13.8% | +10.6% |
| YTD | -19.5% | -6.5% | -13.0% | -21.0% |
| 1Y | -3.2% | -11.1% | +7.8% | -3.4% |
| 3Y | +37.1% | -30.3% | +67.3% | +44.1% |
| All | -29.6% | -33.6% | +4.0% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling