-28.4%
NCLH vs MKSI
+19.0%
-47.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.4% |
| 7D | -6.5% | +4.9% | -11.4% | -7.4% |
| 30D | -22.1% | -11.0% | -11.1% | -20.5% |
| 3M | -18.7% | -17.1% | -1.6% | -20.4% |
| 6M | -28.4% | +16.4% | -44.8% | -45.5% |
| All | -28.4% | +19.0% | -47.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 6mo: compounded portfolio wealth divided by compounded MKSI 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…
6mo analysis · Full analysis span regression · 6 months rolling