+97.7%
MTZ vs HALO
+165.1%
-67.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.8% |
| 7D | +12.9% | -22.0% | +34.9% | +17.3% |
| 30D | -8.5% | -8.5% | -0.1% | -8.1% |
| 3M | -30.6% | -0.9% | -29.7% | -31.5% |
| 6M | -55.1% | +53.1% | -108.2% | -59.8% |
| YTD | -13.0% | +51.1% | -64.1% | -21.9% |
| 1Y | -4.3% | +45.0% | -49.2% | -13.5% |
| 3Y | +284.0% | +173.0% | +111.1% | +187.2% |
| 5Y | +97.7% | +163.6% | -66.0% | +41.9% |
| All | +97.7% | +165.1% | -67.5% | +41.9% |
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