+79.1%
MNST vs HALO
+158.6%
-79.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | -4.5% | +5.0% | -9.5% | -5.1% |
| 3M | -2.5% | +53.1% | -55.6% | -7.9% |
| 6M | +14.1% | +60.8% | -46.6% | +6.9% |
| YTD | +12.6% | +60.9% | -48.4% | +5.1% |
| 1Y | +36.9% | +42.8% | -5.9% | +29.9% |
| 3Y | +53.1% | +181.3% | -128.2% | +27.3% |
| All | +79.1% | +158.6% | -79.4% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling