-58.0%
NCLH vs MSI
+605.3%
-663.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | -4.8% | -0.4% | -4.4% | -4.5% |
| 30D | -21.7% | -0.8% | -20.9% | -21.4% |
| 3M | -22.2% | +13.9% | -36.2% | -30.4% |
| 6M | -27.5% | +1.3% | -28.9% | -29.8% |
| YTD | -33.6% | +22.3% | -55.9% | -45.2% |
| 1Y | -45.0% | -3.9% | -41.1% | -45.2% |
| 3Y | -11.0% | +69.9% | -80.9% | -47.6% |
| 5Y | -39.7% | +103.8% | -143.5% | -70.4% |
| All | -58.0% | +605.3% | -663.2% | -88.5% |
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