+477.8%
MTSI vs HALO
+766.1%
-288.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -3.8% | -19.9% | +16.1% | +2.7% |
| 30D | -31.4% | -6.7% | -24.6% | -30.6% |
| 3M | -23.8% | +0.4% | -24.1% | -25.0% |
| 6M | -37.1% | +60.6% | -97.7% | -48.0% |
| YTD | +32.2% | +53.0% | -20.8% | +10.5% |
| 1Y | +26.9% | +51.4% | -24.5% | +6.1% |
| 3Y | +193.7% | +176.5% | +17.3% | +81.1% |
| 5Y | +218.0% | +169.7% | +48.3% | +88.5% |
| 10Y | +477.8% | +747.6% | -269.8% | +143.4% |
| All | +477.8% | +766.1% | -288.4% | +143.4% |
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