+71.2%
MSFU vs HALO
+178.7%
-107.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -6.9% | -3.4% | -3.6% | -6.6% |
| 30D | -5.1% | +4.3% | -9.4% | -5.6% |
| 3M | +44.6% | +51.8% | -7.1% | +37.8% |
| 6M | +32.8% | +57.8% | -25.0% | +25.7% |
| YTD | -10.1% | +59.0% | -69.0% | -15.3% |
| 1Y | -19.4% | +41.2% | -60.5% | -22.9% |
| 3Y | +26.2% | +177.8% | -151.7% | +8.3% |
| All | +71.2% | +178.7% | -107.5% | +27.9% |
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