+166.4%
MTZ vs HALO
+178.6%
-12.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | +2.3% | -2.1% | +4.3% | +2.7% |
| 30D | -10.3% | +4.6% | -14.9% | -11.2% |
| 3M | -31.8% | +50.2% | -82.1% | -37.4% |
| 6M | -19.2% | +57.6% | -76.8% | -26.6% |
| YTD | +10.7% | +59.6% | -48.8% | +0.3% |
| 1Y | +37.5% | +41.2% | -3.6% | +27.1% |
| All | +166.4% | +178.6% | -12.1% | +88.8% |
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 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