+332.6%
WELL vs MTSI
+514.0%
-181.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.5% | -2.5% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | -0.1% | +2.1% | -2.2% | -0.8% |
| 3M | +18.0% | -29.7% | +47.8% | +22.4% |
| 6M | +15.0% | +12.5% | +2.5% | +10.5% |
| YTD | +28.6% | +57.0% | -28.4% | +17.2% |
| 1Y | +42.9% | +103.9% | -61.0% | +24.4% |
| 3Y | +203.0% | +223.6% | -20.6% | +137.1% |
| 5Y | +206.9% | +321.6% | -114.7% | +124.9% |
| All | +332.6% | +514.0% | -181.4% | +158.7% |
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