+210.1%
MTSI vs HALO
+160.1%
+50.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.2% |
| 7D | +3.5% | -20.2% | +23.7% | +8.3% |
| 30D | -30.3% | -6.8% | -23.5% | -29.8% |
| 3M | -26.0% | -0.2% | -25.8% | -26.8% |
| 6M | -36.1% | +60.5% | -96.6% | -44.2% |
| YTD | +34.3% | +52.9% | -18.6% | +18.3% |
| 1Y | +35.3% | +50.8% | -15.6% | +19.3% |
| 3Y | +217.6% | +180.6% | +37.0% | +118.9% |
| 5Y | +210.1% | +166.6% | +43.5% | +102.8% |
| All | +210.1% | +160.1% | +50.0% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling