-21.9%
MTZ vs HALO
+58.1%
-80.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -1.6% | +4.6% | -6.2% | -2.6% |
| 30D | -11.1% | +31.8% | -42.9% | -17.5% |
| 3M | -36.7% | +53.9% | -90.6% | -44.2% |
| 6M | -21.9% | +57.4% | -79.3% | -31.7% |
| All | -21.9% | +58.1% | -80.1% | -31.7% |
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