+215.9%
MAS vs HALO
+1,106.4%
-890.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -15.7% | +13.8% | +1.0% |
| 7D | +2.0% | -20.8% | +22.8% | +6.2% |
| 30D | +19.4% | -6.5% | +25.8% | +20.5% |
| 3M | +9.4% | +20.8% | -11.4% | +4.9% |
| 6M | +15.3% | +56.2% | -40.9% | +5.2% |
| YTD | +31.3% | +54.0% | -22.7% | +19.7% |
| 1Y | +34.9% | +51.5% | -16.7% | +23.2% |
| 3Y | +58.6% | +193.9% | -135.3% | +23.1% |
| 5Y | +40.7% | +154.6% | -113.9% | +10.5% |
| All | +215.9% | +1,106.4% | -890.5% | +88.2% |
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 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