-3.5%
MSFU vs HALO
+92.7%
-96.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.3% | +12.1% | +13.6% |
| 7D | +8.2% | +0.2% | +7.9% | +8.2% |
| 30D | +10.2% | +20.3% | -10.1% | +11.9% |
| 3M | +22.9% | +56.6% | -33.7% | +27.0% |
| 6M | +63.2% | +101.9% | -38.7% | +72.8% |
| YTD | +11.7% | +93.7% | -81.9% | +17.6% |
| 1Y | -3.5% | +91.5% | -95.0% | +2.9% |
| All | -3.5% | +92.7% | -96.2% | +2.9% |
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 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