+19.4%
MKSI vs HALO
+59.3%
-39.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +2.7% | -2.7% | +5.4% | +3.0% |
| 30D | -12.8% | +5.3% | -18.1% | -13.5% |
| 3M | -22.5% | +51.6% | -74.1% | -28.2% |
| 6M | +19.4% | +61.3% | -41.9% | +7.6% |
| All | +19.4% | +59.3% | -39.9% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling