+157.0%
MKSI vs HALO
+47.3%
+109.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | +1.8% | +4.6% | -2.8% | +0.6% |
| 30D | -16.8% | +31.8% | -48.6% | -23.0% |
| 3M | -21.1% | +53.9% | -75.0% | -31.4% |
| 6M | +10.8% | +57.4% | -46.5% | -5.0% |
| YTD | +63.3% | +63.7% | -0.4% | +39.0% |
| 1Y | +157.0% | +50.1% | +106.9% | +128.7% |
| All | +157.0% | +47.3% | +109.7% | +128.7% |
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