+217.6%
MTSI vs HALO
+177.0%
+40.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.1% |
| 7D | +3.5% | -20.2% | +23.7% | +6.5% |
| 30D | -30.3% | -6.8% | -23.5% | -30.0% |
| 3M | -26.0% | -0.2% | -25.8% | -26.6% |
| 6M | -36.1% | +60.5% | -96.6% | -41.7% |
| YTD | +34.3% | +52.9% | -18.6% | +23.2% |
| 1Y | +35.3% | +50.8% | -15.6% | +24.3% |
| 3Y | +217.6% | +180.6% | +37.0% | +140.1% |
| All | +217.6% | +177.0% | +40.7% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling