-37.8%
NCLH vs MTSI
+320.9%
-358.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.7% |
| 7D | -6.5% | +1.4% | -7.9% | -7.1% |
| 30D | -23.3% | +2.1% | -25.4% | -25.5% |
| 3M | -18.6% | -29.7% | +11.1% | -7.5% |
| 6M | -26.2% | +12.5% | -38.8% | -36.5% |
| YTD | -30.2% | +57.0% | -87.3% | -51.2% |
| 1Y | -39.2% | +103.9% | -143.1% | -64.5% |
| 3Y | -5.1% | +223.6% | -228.6% | -63.3% |
| All | -37.8% | +320.9% | -358.7% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling