-29.6%
NCLH vs MTSI
+206.4%
-236.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +1.7% |
| 7D | +0.2% | +10.0% | -9.8% | -3.9% |
| 30D | +20.8% | -20.3% | +41.1% | +28.9% |
| 3M | -8.1% | -24.4% | +16.3% | -1.7% |
| 6M | +11.8% | -39.2% | +51.0% | +28.2% |
| YTD | -19.5% | +35.5% | -55.0% | -43.0% |
| 1Y | -3.2% | +43.0% | -46.3% | -34.1% |
| 3Y | +37.1% | +196.3% | -159.2% | -49.3% |
| All | -29.6% | +206.4% | -236.0% | -79.2% |
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 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