+455.3%
WELL vs MTSI
+512.4%
-57.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.0% | -8.1% | -0.2% |
| 7D | +3.5% | +3.5% | 0.0% | +2.7% |
| 30D | +9.7% | -30.3% | +40.0% | +13.9% |
| 3M | +4.8% | -26.0% | +30.8% | +7.3% |
| 6M | +16.1% | -36.1% | +52.2% | +19.9% |
| YTD | +34.7% | +34.3% | +0.4% | +23.5% |
| 1Y | +31.9% | +35.3% | -3.3% | +20.6% |
| 3Y | +209.9% | +217.6% | -7.8% | +138.5% |
| 5Y | +226.5% | +210.1% | +16.4% | +146.9% |
| 10Y | +455.3% | +471.4% | -16.2% | +220.1% |
| All | +455.3% | +512.4% | -57.1% | +220.1% |
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