-87.5%
MSTU vs HALO
+73.4%
-160.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | +12.9% | -2.1% | +15.0% | +13.7% |
| 30D | +68.3% | +4.6% | +63.7% | +67.0% |
| 3M | +0.4% | +50.2% | -49.9% | -8.6% |
| 6M | -41.5% | +57.6% | -99.1% | -47.5% |
| YTD | -61.7% | +59.6% | -121.3% | -65.3% |
| 1Y | -93.7% | +41.2% | -134.8% | -94.2% |
| All | -87.5% | +73.4% | -160.9% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling