+50.1%
HALO vs MSTZ
-29.5%
+79.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.4% |
| 7D | +4.6% | -29.7% | +34.3% | +3.8% |
| 30D | +31.8% | -65.3% | +97.1% | +28.7% |
| 3M | +53.9% | -57.3% | +111.2% | +52.0% |
| 6M | +57.4% | -61.6% | +119.0% | +55.9% |
| YTD | +63.7% | -78.3% | +142.0% | +59.7% |
| 1Y | +50.1% | -30.2% | +80.4% | +49.2% |
| All | +50.1% | -29.5% | +79.6% | +49.2% |
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