-27.5%
NCLH vs MOH
+44.5%
-72.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.6% |
| 7D | -4.8% | +1.7% | -6.5% | -4.9% |
| 30D | -21.7% | -0.9% | -20.8% | -21.6% |
| 3M | -22.2% | +5.7% | -28.0% | -21.5% |
| 6M | -27.5% | +39.1% | -66.7% | -26.0% |
| All | -27.5% | +44.5% | -72.0% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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