-26.6%
NCLH vs MSTU
-88.1%
+61.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.8% | +4.9% | -1.4% |
| 7D | -6.5% | -22.0% | +15.5% | -4.8% |
| 30D | -22.1% | +60.3% | -82.4% | -26.0% |
| 3M | -18.7% | -3.7% | -15.0% | -20.7% |
| 6M | -28.4% | -45.2% | +16.8% | -28.0% |
| YTD | -34.7% | -64.3% | +29.6% | -34.2% |
| 1Y | -42.7% | -94.0% | +51.3% | -32.1% |
| All | -26.6% | -88.1% | +61.5% | -22.9% |
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