-55.1%
MTZ vs HALO
+59.0%
-114.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.5% |
| 7D | +12.9% | -22.0% | +34.9% | +12.1% |
| 30D | -8.5% | -8.5% | -0.1% | -10.6% |
| 3M | -30.6% | -0.9% | -29.7% | -33.3% |
| 6M | -55.1% | +53.1% | -108.2% | -60.2% |
| All | -55.1% | +59.0% | -114.1% | -60.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling