+73.2%
MSFU vs HALO
+179.2%
-106.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -1.8% | -2.7% | +0.9% | -1.5% |
| 30D | +0.5% | +5.3% | -4.8% | -0.1% |
| 3M | +51.9% | +51.6% | +0.3% | +44.7% |
| 6M | +35.0% | +61.3% | -26.3% | +27.4% |
| YTD | -9.0% | +59.3% | -68.3% | -14.4% |
| 1Y | -18.8% | +38.3% | -57.1% | -22.1% |
| 3Y | +25.5% | +185.9% | -160.4% | +7.3% |
| All | +73.2% | +179.2% | -106.1% | +29.3% |
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