+66.4%
MP vs HALO
+154.0%
-87.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -2.9% | +4.6% | -7.4% | -4.1% |
| 30D | +13.8% | +31.8% | -18.0% | +4.7% |
| 3M | -16.7% | +53.9% | -70.6% | -27.1% |
| 6M | -11.5% | +57.4% | -68.9% | -23.3% |
| YTD | +7.9% | +63.7% | -55.8% | -7.7% |
| 1Y | -15.0% | +50.1% | -65.2% | -25.8% |
| 3Y | +153.5% | +157.3% | -3.8% | +70.2% |
| All | +66.4% | +154.0% | -87.7% | -4.9% |
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