-39.2%
NCLH vs MSTU
-92.8%
+53.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | 0.0% |
| 7D | -6.5% | +21.3% | -27.8% | -7.4% |
| 30D | -23.3% | +90.8% | -114.1% | -26.0% |
| 3M | -18.6% | -6.8% | -11.8% | -19.2% |
| 6M | -26.2% | -39.8% | +13.6% | -26.2% |
| YTD | -30.2% | -55.7% | +25.4% | -31.4% |
| 1Y | -39.2% | -92.7% | +53.5% | -29.5% |
| All | -39.2% | -92.8% | +53.6% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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