-28.4%
NCLH vs MRSH
+0.1%
-28.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | -6.5% | -5.9% | -0.6% | -6.6% |
| 30D | -22.1% | -7.3% | -14.8% | -22.2% |
| 3M | -18.7% | +6.7% | -25.4% | -15.2% |
| 6M | -28.4% | +3.0% | -31.4% | -27.0% |
| All | -28.4% | +0.1% | -28.5% | -27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling