-6.3%
MOS vs HALO
+689.5%
-695.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.0% | -3.2% | +1.3% | -1.3% |
| 30D | +15.3% | -14.2% | +29.5% | +18.5% |
| 3M | +1.5% | -0.4% | +1.9% | +0.8% |
| 6M | -2.0% | +43.2% | -45.2% | -10.8% |
| YTD | -6.5% | +49.0% | -55.5% | -16.3% |
| 1Y | -11.1% | +40.8% | -51.9% | -19.5% |
| 3Y | -30.3% | +167.4% | -197.6% | -49.0% |
| 5Y | -33.5% | +157.4% | -190.9% | -52.8% |
| All | -6.3% | +689.5% | -695.9% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling