-7.2%
MOS vs HALO
+44.4%
-51.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.9% |
| 7D | +5.5% | -22.0% | +27.4% | +3.9% |
| 30D | +21.0% | -8.5% | +29.4% | +20.5% |
| 3M | -0.5% | -0.9% | +0.5% | -0.2% |
| 6M | +6.6% | +53.1% | -46.5% | +11.3% |
| YTD | -2.8% | +51.1% | -53.9% | +2.4% |
| All | -7.2% | +44.4% | -51.6% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling