+26.9%
MKSI vs HALO
+80.0%
-53.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.7% | -3.6% | -8.1% |
| 7D | -18.2% | -6.3% | -11.9% | -17.1% |
| 30D | -37.2% | +12.1% | -49.2% | -38.3% |
| 3M | -43.5% | +47.1% | -90.6% | -48.1% |
| 6M | -38.4% | +86.7% | -125.1% | -48.4% |
| YTD | +10.9% | +82.7% | -71.8% | -3.6% |
| 1Y | +26.9% | +80.0% | -53.1% | +11.4% |
| All | +26.9% | +80.0% | -53.1% | +11.4% |
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