+737.1%
MTZ vs HALO
+977.5%
-240.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.4% |
| 7D | 0.0% | -3.4% | +3.4% | +0.8% |
| 30D | -14.8% | +4.3% | -19.1% | -15.9% |
| 3M | -30.8% | +51.8% | -82.6% | -38.3% |
| 6M | -22.6% | +57.8% | -80.4% | -31.9% |
| YTD | +6.8% | +59.0% | -52.2% | -6.3% |
| 1Y | +22.1% | +41.2% | -19.0% | +10.2% |
| 3Y | +153.1% | +177.8% | -24.7% | +80.9% |
| 5Y | +161.4% | +159.5% | +2.0% | +83.5% |
| All | +737.1% | +977.5% | -240.5% | +282.8% |
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 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