-37.2%
NCLH vs MSCI
+1,965.9%
-2,003.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.5% | +0.4% | -6.9% | -6.7% |
| 30D | -23.3% | +0.6% | -23.9% | -23.6% |
| 3M | -18.6% | -7.1% | -11.5% | -16.0% |
| 6M | -26.2% | +0.8% | -27.1% | -27.9% |
| YTD | -30.2% | +1.0% | -31.2% | -32.5% |
| 1Y | -39.2% | +4.3% | -43.5% | -42.7% |
| 3Y | -5.1% | +9.9% | -15.0% | -15.5% |
| 5Y | -36.8% | -6.8% | -30.0% | -39.4% |
| 10Y | -56.3% | +614.7% | -670.9% | -87.6% |
| All | -37.2% | +1,965.9% | -2,003.1% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling