-26.6%
NCLH vs MSTZ
-99.1%
+72.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.6% | -8.5% | -1.4% |
| 7D | -6.5% | +24.8% | -31.3% | -4.9% |
| 30D | -22.1% | -59.2% | +37.1% | -26.2% |
| 3M | -18.7% | -56.9% | +38.2% | -21.3% |
| 6M | -28.4% | -57.6% | +29.2% | -29.1% |
| YTD | -34.7% | -73.6% | +38.9% | -35.7% |
| 1Y | -42.7% | -15.6% | -27.1% | -34.7% |
| All | -26.6% | -99.1% | +72.5% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling