+212.3%
MAS vs HALO
+689.5%
-477.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.0% | -3.2% | +6.2% | +3.6% |
| 30D | +22.4% | -14.2% | +36.6% | +25.7% |
| 3M | +14.5% | -0.4% | +14.9% | +14.1% |
| 6M | +27.1% | +43.2% | -16.1% | +17.7% |
| YTD | +35.8% | +49.0% | -13.2% | +24.3% |
| 1Y | +39.4% | +40.8% | -1.4% | +28.9% |
| 3Y | +60.3% | +167.4% | -107.1% | +26.3% |
| 5Y | +39.4% | +157.4% | -117.9% | +8.7% |
| All | +212.3% | +689.5% | -477.2% | +105.0% |
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