+217.1%
MAS vs HALO
+1,106.4%
-889.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.7% | +14.2% | +1.4% |
| 7D | +2.4% | -20.8% | +23.2% | +6.6% |
| 30D | +19.8% | -6.5% | +26.3% | +21.0% |
| 3M | +9.8% | +20.8% | -11.0% | +5.3% |
| 6M | +15.8% | +56.2% | -40.4% | +5.6% |
| YTD | +31.8% | +54.0% | -22.2% | +20.2% |
| 1Y | +35.4% | +51.5% | -16.1% | +23.6% |
| 3Y | +59.2% | +193.9% | -134.7% | +23.5% |
| 5Y | +41.2% | +154.6% | -113.3% | +10.9% |
| All | +217.1% | +1,106.4% | -889.3% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling