+18,665.9%
WELL vs MAS
+1,430.5%
+17,235.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -2.5% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -0.1% | -5.6% | +5.5% | +1.2% |
| 3M | +18.0% | +4.4% | +13.6% | +16.1% |
| 6M | +15.0% | +7.2% | +7.8% | +11.7% |
| YTD | +28.6% | +16.1% | +12.5% | +21.9% |
| 1Y | +42.9% | +0.1% | +42.8% | +40.3% |
| 3Y | +203.0% | +28.3% | +174.7% | +173.1% |
| 5Y | +206.9% | +30.5% | +176.4% | +171.7% |
| 10Y | +339.5% | +139.1% | +200.3% | +228.8% |
| All | +18,665.9% | +1,430.5% | +17,235.4% | +8,072.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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