-25.7%
NCLH vs MOS
-48.8%
+23.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.0% |
| 7D | +2.7% | +19.7% | -16.9% | -6.1% |
| 30D | +18.4% | +21.5% | -3.1% | +7.0% |
| 3M | -4.3% | -0.4% | -3.8% | -6.0% |
| 6M | +7.9% | +4.5% | +3.4% | +2.7% |
| YTD | -17.4% | -2.9% | -14.5% | -21.0% |
| 1Y | -3.4% | -7.7% | +4.4% | -5.5% |
| 3Y | +44.4% | -25.6% | +70.1% | +48.7% |
| 5Y | -33.7% | -31.2% | -2.5% | -35.0% |
| 10Y | -48.1% | +2.8% | -50.9% | -68.2% |
| All | -25.7% | -48.8% | +23.2% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling