-26.2%
NCLH vs MTSI
+10.3%
-36.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.6% |
| 7D | -6.5% | +1.4% | -7.9% | -6.7% |
| 30D | -23.3% | +2.1% | -25.4% | -23.8% |
| 3M | -18.6% | -29.7% | +11.1% | -11.1% |
| 6M | -26.2% | +12.5% | -38.8% | -36.9% |
| All | -26.2% | +10.3% | -36.5% | -36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling