+58.9%
MAS vs HALO
+178.8%
-119.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +3.6% | -19.9% | +23.5% | +6.9% |
| 30D | +23.8% | -6.7% | +30.6% | +24.9% |
| 3M | +14.4% | +0.4% | +14.1% | +14.1% |
| 6M | +19.7% | +60.6% | -40.9% | +11.1% |
| YTD | +36.0% | +53.0% | -17.1% | +26.6% |
| 1Y | +40.4% | +51.4% | -11.1% | +30.7% |
| 3Y | +58.9% | +176.5% | -117.5% | +29.3% |
| All | +58.9% | +178.8% | -119.9% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling