+72.3%
HALO vs MSTZ
-99.2%
+171.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.8% |
| 7D | -2.1% | -23.6% | +21.5% | -2.4% |
| 30D | +4.6% | -60.7% | +65.4% | +3.5% |
| 3M | +50.2% | -58.3% | +108.5% | +49.2% |
| 6M | +57.6% | -60.0% | +117.6% | +57.0% |
| YTD | +59.6% | -75.2% | +134.8% | +58.5% |
| 1Y | +41.2% | -19.9% | +61.1% | +42.0% |
| All | +72.3% | -99.2% | +171.5% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling