+91.5%
HALO vs MSTZ
-63.1%
+154.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.6% | +10.9% | +1.1% |
| 7D | +0.2% | +0.7% | -0.5% | +0.3% |
| 30D | +20.3% | +16.6% | +3.7% | +21.1% |
| 3M | +56.6% | -74.7% | +131.3% | +52.2% |
| 6M | +101.9% | -43.9% | +145.8% | +102.7% |
| YTD | +93.7% | -84.0% | +177.7% | +86.9% |
| 1Y | +91.5% | -65.1% | +156.6% | +83.2% |
| All | +91.5% | -63.1% | +154.6% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling