+435.3%
MAS vs HALO
+2,793.2%
-2,357.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.7% | +2.2% | -2.4% |
| 7D | +4.6% | -6.3% | +10.8% | +5.8% |
| 30D | +19.9% | +12.1% | +7.8% | +17.4% |
| 3M | +8.9% | +47.1% | -38.2% | +1.1% |
| 6M | +20.2% | +86.7% | -66.5% | +6.6% |
| YTD | +33.9% | +82.7% | -48.8% | +19.0% |
| 1Y | +34.7% | +80.0% | -45.4% | +19.8% |
| 3Y | +60.4% | +245.6% | -185.2% | +22.8% |
| 5Y | +43.5% | +202.0% | -158.6% | +10.6% |
| 10Y | +226.7% | +1,353.4% | -1,126.7% | +77.3% |
| All | +435.3% | +2,793.2% | -2,357.8% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling