-45.0%
NCLH vs MRSH
-9.2%
-35.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.8% | -4.8% | -0.1% | -3.8% |
| 30D | -21.7% | -6.3% | -15.3% | -20.5% |
| 3M | -22.2% | +5.8% | -28.1% | -22.1% |
| 6M | -27.5% | +2.8% | -30.3% | -27.3% |
| YTD | -33.6% | -3.1% | -30.5% | -32.4% |
| 1Y | -45.0% | -11.3% | -33.7% | -42.5% |
| All | -45.0% | -9.2% | -35.7% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling