-55.3%
NCLH vs MTSI
+529.6%
-584.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.9% |
| 7D | -0.3% | +4.9% | -5.1% | -2.0% |
| 30D | -20.1% | -11.6% | -8.5% | -17.0% |
| 3M | -17.0% | -24.1% | +7.0% | -11.1% |
| 6M | -23.2% | +32.4% | -55.7% | -34.2% |
| YTD | -31.0% | +60.4% | -91.5% | -45.8% |
| 1Y | -37.3% | +111.0% | -148.2% | -56.2% |
| 3Y | -5.6% | +246.1% | -251.7% | -46.8% |
| 5Y | -37.0% | +340.3% | -377.3% | -67.5% |
| 10Y | -55.3% | +539.5% | -594.8% | -81.9% |
| All | -55.3% | +529.6% | -584.8% | -81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling