-4.2%
MOS vs HALO
+149.7%
-153.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.8% |
| 7D | +7.1% | +0.5% | +6.5% | +7.0% |
| 30D | +15.0% | +5.0% | +10.0% | +14.3% |
| 3M | +24.1% | +53.1% | -29.0% | +16.7% |
| 6M | +2.7% | +60.8% | -58.0% | -4.3% |
| YTD | +12.2% | +60.9% | -48.7% | +4.3% |
| 1Y | -16.3% | +42.8% | -59.1% | -20.9% |
| 3Y | -23.3% | +181.3% | -204.5% | -38.9% |
| 5Y | -4.2% | +157.6% | -161.7% | -26.5% |
| All | -4.2% | +149.7% | -153.8% | -26.5% |
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