-11.0%
MSTU vs HALO
+51.3%
-62.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.7% | -6.9% | -7.9% |
| 7D | +16.1% | +0.5% | +15.6% | +16.2% |
| 30D | +68.7% | +5.0% | +63.6% | +66.2% |
| 3M | -11.0% | +53.1% | -64.1% | -21.8% |
| All | -11.0% | +51.3% | -62.3% | -21.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling