-2.8%
NCLH vs MTSI
+30.7%
-33.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.6% |
| 7D | +6.3% | -3.8% | +10.1% | +6.4% |
| 30D | +18.9% | -31.4% | +50.3% | +23.1% |
| 3M | -0.2% | -23.8% | +23.5% | +1.9% |
| 6M | +8.4% | -37.1% | +45.4% | +15.0% |
| YTD | -17.1% | +32.2% | -49.3% | -22.9% |
| 1Y | -2.8% | +26.9% | -29.7% | -9.6% |
| All | -2.8% | +30.7% | -33.5% | -9.6% |
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