+1,422.6%
MSTR vs NCLH
-38.0%
+1,460.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | -6.5% | +18.7% | +14.7% |
| 30D | +45.2% | -23.3% | +68.5% | +58.2% |
| 3M | +10.4% | -18.6% | +29.0% | +16.8% |
| 6M | -2.5% | -26.2% | +23.8% | +5.9% |
| YTD | -6.0% | -30.2% | +24.2% | +1.8% |
| 1Y | -56.4% | -39.2% | -17.3% | -50.9% |
| 3Y | +306.3% | -5.1% | +311.3% | +285.5% |
| 5Y | +100.5% | -36.8% | +137.2% | +108.2% |
| 10Y | +741.1% | -56.3% | +797.4% | +708.0% |
| All | +1,422.6% | -38.0% | +1,460.5% | +1,311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling