-24.1%
NCLH vs MTSI
+1,578.0%
-1,602.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.6% | -1.6% |
| 7D | +1.2% | +7.2% | -6.0% | -1.9% |
| 30D | +22.6% | -18.4% | +41.0% | +28.1% |
| 3M | +0.6% | -16.7% | +17.3% | +2.9% |
| 6M | +13.5% | -31.7% | +45.2% | +20.7% |
| YTD | -15.7% | +45.9% | -61.6% | -32.2% |
| 1Y | 0.0% | +47.0% | -47.0% | -20.2% |
| 3Y | +42.8% | +224.1% | -181.3% | -15.7% |
| 5Y | -28.4% | +238.5% | -267.0% | -58.6% |
| 10Y | -51.0% | +512.7% | -563.7% | -79.3% |
| All | -24.1% | +1,578.0% | -1,602.1% | -71.8% |
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