+113.8%
MSTR vs NCLH
-38.4%
+152.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.7% |
| 7D | +9.3% | -0.3% | +9.6% | +9.5% |
| 30D | +36.5% | -20.1% | +56.6% | +54.1% |
| 3M | +7.3% | -17.0% | +24.4% | +16.1% |
| 6M | +2.2% | -23.2% | +25.5% | +13.9% |
| YTD | -10.2% | -31.0% | +20.9% | +1.9% |
| 1Y | -58.6% | -37.3% | -21.4% | -51.2% |
| 3Y | +283.2% | -5.6% | +288.8% | +211.6% |
| 5Y | +113.8% | -37.0% | +150.8% | +103.8% |
| All | +113.8% | -38.4% | +152.2% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling