-92.7%
MSTU vs HALO
+47.3%
-139.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -2.9% |
| 7D | +21.3% | +4.6% | +16.7% | +18.7% |
| 30D | +90.8% | +31.8% | +59.0% | +68.9% |
| 3M | -6.8% | +53.9% | -60.7% | -24.1% |
| 6M | -39.8% | +57.4% | -97.2% | -52.1% |
| YTD | -55.7% | +63.7% | -119.4% | -63.2% |
| 1Y | -92.7% | +50.1% | -142.8% | -93.5% |
| All | -92.7% | +47.3% | -139.9% | -93.5% |
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