+1,643.9%
MCO vs HALO
+2,417.6%
-773.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -7.3% | -3.4% | -3.9% | -6.8% |
| 30D | -1.7% | +4.3% | -6.0% | -2.4% |
| 3M | +3.9% | +51.8% | -47.9% | -3.4% |
| 6M | +3.8% | +57.8% | -54.0% | -4.3% |
| YTD | -7.9% | +59.0% | -66.9% | -15.5% |
| 1Y | -6.8% | +41.2% | -48.0% | -13.0% |
| 3Y | +40.9% | +177.8% | -136.9% | +14.3% |
| 5Y | +27.5% | +159.5% | -132.0% | +2.9% |
| 10Y | +381.4% | +963.6% | -582.2% | +191.9% |
| All | +1,643.9% | +2,417.6% | -773.8% | +612.0% |
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 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