-56.6%
NCLH vs MSI
+664.3%
-720.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.7% |
| 7D | +0.2% | +3.2% | -3.0% | -2.1% |
| 30D | +20.8% | +17.6% | +3.2% | +6.7% |
| 3M | -8.1% | +14.5% | -22.7% | -17.6% |
| 6M | +11.8% | +34.3% | -22.4% | -12.3% |
| YTD | -19.5% | +39.7% | -59.3% | -40.3% |
| 1Y | -3.2% | +40.2% | -43.4% | -28.6% |
| 3Y | +37.1% | +77.1% | -40.1% | -21.4% |
| 5Y | -29.9% | +124.0% | -154.0% | -68.0% |
| All | -56.6% | +664.3% | -720.9% | -90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling