+468.3%
WELL vs MTSI
+539.0%
-70.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -1.4% |
| 7D | +0.1% | +7.2% | -7.1% | -1.2% |
| 30D | +7.8% | -18.4% | +26.2% | +9.6% |
| 3M | +10.2% | -16.7% | +26.9% | +11.1% |
| 6M | +16.4% | -31.7% | +48.1% | +19.2% |
| YTD | +35.2% | +45.9% | -10.7% | +22.6% |
| 1Y | +30.5% | +47.0% | -16.5% | +18.0% |
| 3Y | +206.1% | +224.1% | -18.0% | +135.7% |
| 5Y | +228.3% | +238.5% | -10.2% | +145.6% |
| 10Y | +468.3% | +512.7% | -44.4% | +231.9% |
| All | +468.3% | +539.0% | -70.7% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling