-40.2%
NCLH vs MOH
+632.5%
-672.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | -4.8% | +1.7% | -6.5% | -5.1% |
| 30D | -21.7% | -0.9% | -20.8% | -21.6% |
| 3M | -22.2% | +5.7% | -28.0% | -23.2% |
| 6M | -27.5% | +39.1% | -66.7% | -32.4% |
| YTD | -33.6% | +17.7% | -51.3% | -37.1% |
| 1Y | -45.0% | +8.4% | -53.4% | -47.4% |
| 3Y | -11.0% | -36.6% | +25.5% | -10.0% |
| 5Y | -39.7% | -19.1% | -20.7% | -42.9% |
| 10Y | -57.0% | +262.8% | -319.9% | -73.7% |
| All | -40.2% | +632.5% | -672.8% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling