-52.6%
NCLH vs MTSI
+448.7%
-501.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.8% | -9.9% | -2.8% |
| 7D | +2.0% | -10.0% | +12.0% | +4.6% |
| 30D | +19.1% | -37.2% | +56.3% | +36.5% |
| 3M | -7.5% | -30.1% | +22.6% | +0.7% |
| 6M | +1.0% | -31.9% | +32.9% | +7.0% |
| YTD | -19.7% | +23.2% | -42.9% | -33.1% |
| 1Y | -1.8% | +26.4% | -28.2% | -19.4% |
| 3Y | +36.7% | +186.2% | -149.5% | -20.6% |
| 5Y | -38.0% | +187.0% | -225.1% | -64.4% |
| All | -52.6% | +448.7% | -501.3% | -79.1% |
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