+67.6%
MSI vs HALO
+178.6%
-111.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | -4.0% | -2.1% | -1.9% | -3.8% |
| 30D | -0.5% | +4.6% | -5.1% | -0.8% |
| 3M | +11.4% | +50.2% | -38.8% | +7.9% |
| 6M | +1.0% | +57.6% | -56.6% | -2.7% |
| YTD | +20.7% | +59.6% | -38.9% | +16.0% |
| 1Y | -2.7% | +41.2% | -43.9% | -5.6% |
| All | +67.6% | +178.6% | -111.0% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling