-37.2%
NCLH vs MTSI
+1,706.2%
-1,743.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.3% |
| 7D | -6.5% | +1.4% | -7.9% | -6.9% |
| 30D | -23.3% | +2.1% | -25.4% | -24.8% |
| 3M | -18.6% | -29.7% | +11.1% | -11.1% |
| 6M | -26.2% | +12.5% | -38.8% | -32.3% |
| YTD | -30.2% | +57.0% | -87.3% | -43.5% |
| 1Y | -39.2% | +103.9% | -143.1% | -55.5% |
| 3Y | -5.1% | +223.6% | -228.6% | -42.1% |
| 5Y | -36.8% | +321.6% | -358.3% | -64.6% |
| 10Y | -56.3% | +517.7% | -574.0% | -81.2% |
| All | -37.2% | +1,706.2% | -1,743.4% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling