+191.0%
MAGS vs HALO
+188.8%
+2.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +0.8% | -2.1% | +2.9% | +1.0% |
| 30D | +0.4% | +4.6% | -4.2% | 0.0% |
| 3M | +5.6% | +50.2% | -44.7% | +1.9% |
| 6M | +12.3% | +57.6% | -45.3% | +7.8% |
| YTD | +5.1% | +59.6% | -54.5% | +0.6% |
| 1Y | +14.0% | +41.2% | -27.2% | +10.2% |
| 3Y | +129.4% | +178.9% | -49.5% | +109.1% |
| All | +191.0% | +188.8% | +2.3% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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