-32.8%
MOS vs HALO
+155.8%
-188.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.7% | +15.9% | +2.1% |
| 7D | +21.6% | -20.8% | +42.4% | +24.9% |
| 30D | +12.0% | -6.5% | +18.4% | +12.5% |
| 3M | -3.9% | +20.8% | -24.7% | -7.0% |
| 6M | -3.3% | +56.2% | -59.5% | -10.1% |
| YTD | -4.6% | +54.0% | -58.6% | -11.6% |
| 1Y | -7.0% | +51.5% | -58.5% | -13.7% |
| 3Y | -24.4% | +193.9% | -218.3% | -41.7% |
| All | -32.8% | +155.8% | -188.5% | -47.6% |
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