-87.2%
MSTU vs HALO
+92.7%
-179.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.0% | +9.6% |
| 7D | -4.8% | +0.2% | -5.1% | -4.9% |
| 30D | -29.6% | +20.3% | -49.9% | -36.1% |
| 3M | +69.4% | +56.6% | +12.8% | +37.1% |
| 6M | -62.2% | +101.9% | -164.1% | -74.2% |
| YTD | -61.1% | +93.7% | -154.7% | -69.8% |
| 1Y | -87.2% | +91.5% | -178.7% | -89.8% |
| All | -87.2% | +92.7% | -179.9% | -89.8% |
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