+12.6%
MGY vs HALO
+80.0%
-67.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.7% | +6.3% | +0.4% |
| 7D | -10.3% | -6.3% | -4.0% | -10.5% |
| 30D | -1.8% | +12.1% | -13.8% | -1.2% |
| 3M | -0.1% | +47.1% | -47.2% | +0.9% |
| 6M | -22.8% | +86.7% | -109.5% | -20.9% |
| YTD | +9.5% | +82.7% | -73.2% | +11.7% |
| 1Y | +12.6% | +80.0% | -67.4% | +15.3% |
| All | +12.6% | +80.0% | -67.4% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling