+37.9%
NCLH vs MTSI
+221.5%
-183.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.6% |
| 7D | +1.7% | +29.1% | -27.4% | -5.3% |
| 30D | +17.9% | -20.4% | +38.3% | +23.7% |
| 3M | -4.5% | -20.9% | +16.4% | -0.8% |
| 6M | +12.9% | -32.3% | +45.1% | +21.4% |
| YTD | -19.1% | +43.5% | -62.6% | -37.4% |
| 1Y | -4.6% | +43.8% | -48.5% | -26.7% |
| All | +37.9% | +221.5% | -183.6% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling