-8.8%
MOS vs HALO
+50.3%
-59.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | +19.7% | -20.2% | +39.8% | +18.0% |
| 30D | +21.5% | -6.8% | +28.3% | +21.2% |
| 3M | -0.4% | -0.2% | -0.2% | -0.1% |
| 6M | +4.5% | +60.5% | -56.0% | +9.8% |
| YTD | -2.9% | +52.9% | -55.8% | +2.5% |
| All | -8.8% | +50.3% | -59.1% | -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