+88.0%
MSFU vs HALO
+161.2%
-73.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -2.8% | -3.2% | +0.5% | -2.4% |
| 30D | -5.3% | -14.2% | +8.9% | -3.7% |
| 3M | +7.2% | -0.4% | +7.6% | +7.3% |
| 6M | +51.0% | +43.2% | +7.8% | +44.7% |
| YTD | -1.2% | +49.0% | -50.2% | -6.3% |
| 1Y | -10.3% | +40.8% | -51.2% | -14.4% |
| 3Y | +22.2% | +167.4% | -145.2% | +5.2% |
| All | +88.0% | +161.2% | -73.2% | +41.4% |
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