-37.0%
NCLH vs MSCI
-10.9%
-26.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | +1.2% |
| 7D | -0.3% | -2.1% | +1.8% | +1.0% |
| 30D | -20.1% | -1.7% | -18.3% | -19.3% |
| 3M | -17.0% | -8.2% | -8.8% | -13.6% |
| 6M | -23.2% | -2.4% | -20.8% | -23.7% |
| YTD | -31.0% | -2.8% | -28.2% | -31.9% |
| 1Y | -37.3% | -2.7% | -34.6% | -38.5% |
| 3Y | -5.6% | +7.3% | -12.9% | -16.6% |
| 5Y | -37.0% | -11.4% | -25.6% | -46.1% |
| All | -37.0% | -10.9% | -26.1% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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