+1,208.8%
MTSI vs HALO
+816.7%
+392.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +1.4% | +4.6% | -3.2% | +0.4% |
| 30D | +2.1% | +31.8% | -29.7% | -4.4% |
| 3M | -29.7% | +53.9% | -83.6% | -36.5% |
| 6M | +12.5% | +57.4% | -44.8% | +0.9% |
| YTD | +57.0% | +63.7% | -6.7% | +39.3% |
| 1Y | +103.9% | +50.1% | +53.8% | +83.8% |
| 3Y | +223.6% | +157.3% | +66.2% | +148.6% |
| 5Y | +321.6% | +161.0% | +160.6% | +217.5% |
| 10Y | +517.7% | +1,018.7% | -501.0% | +255.5% |
| All | +1,208.8% | +816.7% | +392.0% | +664.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling