+512.7%
MTSI vs HALO
+743.1%
-230.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.3% | +11.6% | +10.7% |
| 7D | +7.2% | -22.0% | +29.2% | +15.4% |
| 30D | -18.4% | -8.5% | -10.0% | -17.0% |
| 3M | -16.7% | -0.9% | -15.8% | -17.8% |
| 6M | -31.7% | +53.1% | -84.8% | -42.7% |
| YTD | +45.9% | +51.1% | -5.2% | +22.4% |
| 1Y | +47.0% | +45.0% | +2.0% | +24.8% |
| 3Y | +224.1% | +173.0% | +51.1% | +100.7% |
| 5Y | +238.5% | +163.6% | +74.9% | +102.5% |
| 10Y | +512.7% | +708.3% | -195.6% | +160.1% |
| All | +512.7% | +743.1% | -230.4% | +160.1% |
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