-40.5%
NCLH vs MSI
+97.7%
-138.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | -4.6% | -4.0% | -0.7% | -2.3% |
| 30D | -19.9% | -0.5% | -19.5% | -19.9% |
| 3M | -22.0% | +11.4% | -33.4% | -27.5% |
| 6M | -28.3% | +1.0% | -29.3% | -29.7% |
| YTD | -33.5% | +20.7% | -54.1% | -42.7% |
| 1Y | -41.5% | -2.7% | -38.8% | -41.5% |
| 3Y | -8.9% | +68.2% | -77.1% | -44.5% |
| 5Y | -40.5% | +100.0% | -140.4% | -71.7% |
| All | -40.5% | +97.7% | -138.2% | -71.7% |
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