+581.1%
MTSI vs HALO
+924.7%
-343.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +5.0% | +4.4% |
| 7D | +11.1% | -2.1% | +13.2% | +11.8% |
| 30D | -3.7% | +4.6% | -8.3% | -5.4% |
| 3M | -20.2% | +50.2% | -70.5% | -31.2% |
| 6M | +30.8% | +57.6% | -26.8% | +10.6% |
| YTD | +67.0% | +59.6% | +7.5% | +40.1% |
| 1Y | +120.4% | +41.2% | +79.3% | +91.8% |
| 3Y | +260.4% | +178.9% | +81.5% | +127.3% |
| 5Y | +356.3% | +160.1% | +196.2% | +184.0% |
| 10Y | +581.1% | +967.5% | -386.4% | +184.6% |
| All | +581.1% | +924.7% | -343.6% | +184.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling