+71.7%
HALO vs MSTZ
-99.1%
+170.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.0% | -0.3% |
| 7D | -3.4% | +24.8% | -28.2% | -3.0% |
| 30D | +4.3% | -59.2% | +63.5% | +3.2% |
| 3M | +51.8% | -56.9% | +108.6% | +50.8% |
| 6M | +57.8% | -57.6% | +115.4% | +57.4% |
| YTD | +59.0% | -73.6% | +132.6% | +58.1% |
| 1Y | +41.2% | -15.6% | +56.7% | +42.1% |
| All | +71.7% | -99.1% | +170.8% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling