+227.0%
WELL vs MTSI
+153.3%
+73.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -18.4% | +17.3% | +0.2% |
| 7D | +5.3% | -24.6% | +29.8% | +7.2% |
| 30D | +8.7% | -45.7% | +54.4% | +13.3% |
| 3M | +3.8% | -27.7% | +31.6% | +5.2% |
| 6M | +15.4% | -37.3% | +52.6% | +17.1% |
| YTD | +33.7% | +11.1% | +22.5% | +25.9% |
| 1Y | +33.6% | +27.2% | +6.5% | +23.4% |
| 3Y | +194.2% | +153.7% | +40.5% | +132.8% |
| 5Y | +227.0% | +159.0% | +68.0% | +148.5% |
| All | +227.0% | +153.3% | +73.7% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling