-47.1%
MSTR vs NCLH
-0.5%
-46.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -14.2% | +1.2% | -15.3% | -14.3% |
| 30D | -19.9% | +22.6% | -42.5% | -22.2% |
| 3M | +27.3% | +0.6% | +26.7% | +26.8% |
| 6M | -37.6% | +13.5% | -51.1% | -39.4% |
| YTD | -19.5% | -15.7% | -3.8% | -21.7% |
| 1Y | -47.1% | 0.0% | -47.1% | -48.2% |
| All | -47.1% | -0.5% | -46.6% | -48.2% |
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