-9.5%
NCLH vs MSTU
-92.2%
+82.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.5% | -0.2% |
| 7D | +0.2% | -25.8% | +26.0% | +2.4% |
| 30D | +20.8% | -43.9% | +64.6% | +25.4% |
| 3M | -8.1% | +2.9% | -11.0% | -11.1% |
| 6M | +11.8% | -75.5% | +87.3% | +19.6% |
| YTD | -19.5% | -76.7% | +57.2% | -17.5% |
| 1Y | -3.2% | -88.9% | +85.7% | +5.9% |
| All | -9.5% | -92.2% | +82.7% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling