-37.3%
NCLH vs MTSI
+110.2%
-147.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.4% |
| 7D | -0.3% | +4.9% | -5.1% | -0.9% |
| 30D | -20.1% | -11.6% | -8.5% | -18.9% |
| 3M | -17.0% | -24.1% | +7.0% | -12.8% |
| 6M | -23.2% | +32.4% | -55.7% | -29.0% |
| YTD | -31.0% | +60.4% | -91.5% | -38.1% |
| 1Y | -37.3% | +111.0% | -148.2% | -47.2% |
| All | -37.3% | +110.2% | -147.5% | -47.2% |
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