+521.9%
MSTR vs NCLH
-50.1%
+571.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | -14.2% | +1.2% | -15.3% | -14.5% |
| 30D | -19.9% | +22.6% | -42.5% | -25.5% |
| 3M | +27.3% | +0.6% | +26.7% | +26.0% |
| 6M | -37.6% | +13.5% | -51.1% | -41.5% |
| YTD | -19.5% | -15.7% | -3.8% | -18.6% |
| 1Y | -47.1% | 0.0% | -47.1% | -50.0% |
| 3Y | +140.3% | +42.8% | +97.5% | +98.4% |
| 5Y | +49.5% | -28.4% | +77.9% | +45.6% |
| 10Y | +521.9% | -51.0% | +572.9% | +508.4% |
| All | +521.9% | -50.1% | +571.9% | +508.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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