-59.6%
MSTR vs NCLH
-39.6%
-20.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.2% |
| 7D | +7.7% | -4.6% | +12.3% | +8.7% |
| 30D | +36.3% | -19.9% | +56.3% | +41.7% |
| 3M | +13.4% | -22.0% | +35.4% | +17.6% |
| 6M | -4.5% | -28.3% | +23.8% | -0.2% |
| YTD | -12.7% | -33.5% | +20.8% | -9.5% |
| 1Y | -59.6% | -41.5% | -18.1% | -56.3% |
| All | -59.6% | -39.6% | -20.0% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling