-22.4%
NCLH vs MSTZ
-99.2%
+76.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.2% | -9.3% | -0.5% |
| 7D | -0.3% | -25.4% | +25.1% | -1.9% |
| 30D | -20.1% | -60.9% | +40.8% | -24.5% |
| 3M | -17.0% | -54.2% | +37.1% | -19.2% |
| 6M | -23.2% | -65.0% | +41.7% | -25.2% |
| YTD | -31.0% | -76.5% | +45.5% | -32.8% |
| 1Y | -37.3% | -23.4% | -13.9% | -29.0% |
| All | -22.4% | -99.2% | +76.8% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling