-58.0%
NCLH vs MRSH
+218.8%
-276.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | -4.8% | -4.8% | -0.1% | -0.6% |
| 30D | -21.7% | -6.3% | -15.3% | -17.0% |
| 3M | -22.2% | +5.8% | -28.1% | -26.7% |
| 6M | -27.5% | +2.8% | -30.3% | -31.5% |
| YTD | -33.6% | -3.1% | -30.5% | -34.0% |
| 1Y | -45.0% | -11.3% | -33.7% | -40.9% |
| 3Y | -11.0% | -5.0% | -6.1% | -15.3% |
| 5Y | -39.7% | +19.2% | -58.9% | -56.0% |
| All | -58.0% | +218.8% | -276.8% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling