+1,546.7%
MTZ vs HALO
+2,259.3%
-712.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +5.0% | -3.2% | +8.2% | +5.6% |
| 30D | -6.0% | -14.2% | +8.2% | -3.9% |
| 3M | -36.1% | -0.4% | -35.7% | -36.7% |
| 6M | -56.9% | +43.2% | -100.1% | -60.3% |
| YTD | -15.9% | +49.0% | -64.9% | -23.4% |
| 1Y | -3.8% | +40.8% | -44.7% | -11.5% |
| 3Y | +272.3% | +167.4% | +104.9% | +194.0% |
| 5Y | +91.1% | +157.4% | -66.3% | +48.8% |
| 10Y | +426.0% | +697.1% | -271.1% | +218.0% |
| All | +1,546.7% | +2,259.3% | -712.6% | +529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling