+1,340.1%
MKSI vs HALO
+2,422.4%
-1,082.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +2.7% | -2.7% | +5.4% | +3.2% |
| 30D | -12.8% | +5.3% | -18.1% | -13.8% |
| 3M | -22.5% | +51.6% | -74.1% | -29.1% |
| 6M | +19.4% | +61.3% | -41.9% | +7.8% |
| YTD | +67.7% | +59.3% | +8.4% | +51.8% |
| 1Y | +131.4% | +38.3% | +93.1% | +115.0% |
| 3Y | +197.3% | +185.9% | +11.5% | +132.8% |
| 5Y | +87.0% | +159.9% | -73.0% | +47.3% |
| 10Y | +522.1% | +965.6% | -443.5% | +272.4% |
| All | +1,340.1% | +2,422.4% | -1,082.3% | +514.0% |
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