+217.0%
MAS vs HALO
+743.1%
-526.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -1.8% | -22.0% | +20.2% | +2.6% |
| 30D | +23.6% | -8.5% | +32.0% | +25.3% |
| 3M | +12.4% | -0.9% | +13.4% | +12.2% |
| 6M | +21.9% | +53.1% | -31.3% | +11.4% |
| YTD | +36.1% | +51.1% | -15.0% | +24.4% |
| 1Y | +39.5% | +45.0% | -5.5% | +28.3% |
| 3Y | +59.1% | +173.0% | -113.8% | +25.0% |
| 5Y | +44.4% | +163.6% | -119.2% | +12.2% |
| 10Y | +217.0% | +708.3% | -491.3% | +100.9% |
| All | +217.0% | +743.1% | -526.1% | +100.9% |
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