+214.8%
MAS vs HALO
+766.1%
-551.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +3.6% | -19.9% | +23.5% | +7.7% |
| 30D | +23.8% | -6.7% | +30.6% | +25.1% |
| 3M | +14.4% | +0.4% | +14.1% | +13.9% |
| 6M | +19.7% | +60.6% | -40.9% | +8.5% |
| YTD | +36.0% | +53.0% | -17.1% | +23.9% |
| 1Y | +40.4% | +51.4% | -11.1% | +28.0% |
| 3Y | +58.9% | +176.5% | -117.5% | +24.5% |
| 5Y | +44.5% | +169.7% | -125.2% | +11.9% |
| 10Y | +214.8% | +747.6% | -532.8% | +97.7% |
| All | +214.8% | +766.1% | -551.3% | +97.7% |
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