+443.0%
MP vs HALO
+333.0%
+110.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -0.7% | -2.1% | +1.3% | -0.1% |
| 30D | -0.7% | +4.6% | -5.3% | -2.1% |
| 3M | 0.0% | +50.2% | -50.2% | -12.6% |
| 6M | -10.0% | +57.6% | -67.6% | -22.9% |
| YTD | +7.5% | +59.6% | -52.1% | -8.4% |
| 1Y | -14.0% | +41.2% | -55.2% | -24.1% |
| 3Y | +153.5% | +178.9% | -25.4% | +62.0% |
| 5Y | +62.7% | +160.1% | -97.4% | +2.9% |
| All | +443.0% | +333.0% | +110.0% | +220.0% |
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