+16.3%
MOS vs HALO
+924.7%
-908.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +1.7% | -2.1% | +3.7% | +2.1% |
| 30D | +11.7% | +4.6% | +7.0% | +10.6% |
| 3M | +23.2% | +50.2% | -27.1% | +11.9% |
| 6M | -1.6% | +57.6% | -59.2% | -12.0% |
| YTD | +10.8% | +59.6% | -48.7% | -1.4% |
| 1Y | -16.2% | +41.2% | -57.4% | -23.7% |
| 3Y | -24.2% | +178.9% | -203.1% | -44.7% |
| 5Y | -6.6% | +160.1% | -166.7% | -33.0% |
| 10Y | +16.3% | +967.5% | -951.2% | -42.9% |
| All | +16.3% | +924.7% | -908.4% | -42.9% |
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