-45.0%
NCLH vs MSTZ
-18.6%
-26.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +1.6% |
| 7D | -4.8% | +17.0% | -21.9% | -4.1% |
| 30D | -21.7% | -61.8% | +40.1% | -24.3% |
| 3M | -22.2% | -54.6% | +32.3% | -23.2% |
| 6M | -27.5% | -59.3% | +31.7% | -27.9% |
| YTD | -33.6% | -74.6% | +41.0% | -35.2% |
| 1Y | -45.0% | -18.8% | -26.2% | -38.4% |
| All | -45.0% | -18.6% | -26.4% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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