+340.3%
MTSI vs HALO
+149.7%
+190.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.6% |
| 7D | +4.9% | +0.5% | +4.3% | +4.7% |
| 30D | -11.6% | +5.0% | -16.6% | -12.8% |
| 3M | -24.1% | +53.1% | -77.2% | -32.1% |
| 6M | +32.4% | +60.8% | -28.3% | +16.5% |
| YTD | +60.4% | +60.9% | -0.5% | +40.8% |
| 1Y | +111.0% | +42.8% | +68.2% | +90.3% |
| 3Y | +246.1% | +181.3% | +64.9% | +140.5% |
| 5Y | +340.3% | +157.6% | +182.7% | +201.0% |
| All | +340.3% | +149.7% | +190.6% | +201.0% |
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