-39.2%
NCLH vs MSI
-0.7%
-38.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -6.5% | -3.7% | -2.8% | -6.1% |
| 30D | -23.3% | +6.8% | -30.1% | -23.9% |
| 3M | -18.6% | +14.3% | -32.9% | -20.2% |
| 6M | -26.2% | -1.6% | -24.7% | -27.0% |
| YTD | -30.2% | +22.8% | -53.0% | -32.1% |
| 1Y | -39.2% | -1.1% | -38.1% | -36.6% |
| All | -39.2% | -0.7% | -38.5% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling