-25.2%
NCLH vs MSTZ
-99.2%
+74.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.5% | -9.0% | -3.1% |
| 7D | -4.6% | -23.6% | +18.9% | -6.0% |
| 30D | -19.9% | -60.7% | +40.8% | -24.4% |
| 3M | -22.0% | -58.3% | +36.3% | -24.6% |
| 6M | -28.3% | -60.0% | +31.7% | -29.4% |
| YTD | -33.5% | -75.2% | +41.8% | -34.8% |
| 1Y | -41.5% | -19.9% | -21.6% | -33.5% |
| All | -25.2% | -99.2% | +74.0% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling