-27.7%
NCLH vs MOS
-49.7%
+22.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +2.0% | +21.6% | -19.6% | -7.5% |
| 30D | +19.1% | +12.0% | +7.1% | +11.8% |
| 3M | -7.5% | -3.9% | -3.6% | -7.6% |
| 6M | +1.0% | -3.3% | +4.3% | -0.3% |
| YTD | -19.7% | -4.6% | -15.1% | -22.5% |
| 1Y | -1.8% | -7.0% | +5.2% | -4.3% |
| 3Y | +36.7% | -24.4% | +61.1% | +39.1% |
| 5Y | -38.0% | -32.1% | -5.9% | -38.9% |
| 10Y | -51.6% | +10.3% | -61.9% | -70.6% |
| All | -27.7% | -49.7% | +22.0% | -49.1% |
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