-29.6%
NCLH vs MSI
+124.3%
-153.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.2% | +3.2% | -3.0% | -1.6% |
| 30D | +20.8% | +17.6% | +3.2% | +9.5% |
| 3M | -8.1% | +14.5% | -22.7% | -15.6% |
| 6M | +11.8% | +34.3% | -22.4% | -7.9% |
| YTD | -19.5% | +39.7% | -59.3% | -37.0% |
| 1Y | -3.2% | +40.2% | -43.4% | -24.5% |
| 3Y | +37.1% | +77.1% | -40.1% | -18.3% |
| All | -29.6% | +124.3% | -153.9% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling