-1.0%
NCLH vs MTSI
+59.5%
-60.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +6.9% |
| 7D | +15.8% | -10.7% | +26.5% | +16.9% |
| 30D | +25.1% | -29.0% | +54.1% | +29.0% |
| 3M | -7.3% | -14.7% | +7.4% | -6.4% |
| 6M | +8.1% | -20.1% | +28.2% | +9.8% |
| YTD | -16.7% | +36.1% | -52.8% | -19.7% |
| 1Y | -1.0% | +61.7% | -62.8% | -5.5% |
| All | -1.0% | +59.5% | -60.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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