+677.4%
MSTR vs NCLH
-56.8%
+734.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -1.6% |
| 7D | +7.7% | -4.6% | +12.3% | +9.5% |
| 30D | +36.3% | -19.9% | +56.3% | +46.8% |
| 3M | +13.4% | -22.0% | +35.4% | +22.0% |
| 6M | -4.5% | -28.3% | +23.8% | +5.0% |
| YTD | -12.7% | -33.5% | +20.8% | -3.6% |
| 1Y | -59.6% | -41.5% | -18.1% | -53.7% |
| 3Y | +272.5% | -8.9% | +281.4% | +257.4% |
| 5Y | +107.1% | -40.5% | +147.6% | +117.8% |
| 10Y | +677.4% | -57.0% | +734.3% | +629.3% |
| All | +677.4% | -56.8% | +734.2% | +629.3% |
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