+5.8%
NCLH vs MSFU
+70.7%
-64.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -4.6% | -2.3% | -2.3% | -4.2% |
| 30D | -19.9% | -6.3% | -13.7% | -18.9% |
| 3M | -22.0% | +40.0% | -61.9% | -28.9% |
| 6M | -28.3% | +30.1% | -58.4% | -34.5% |
| YTD | -33.5% | -10.3% | -23.1% | -33.3% |
| 1Y | -41.5% | -19.0% | -22.4% | -39.8% |
| 3Y | -8.9% | +25.8% | -34.7% | -26.4% |
| All | +5.8% | +70.7% | -64.9% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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