+699.8%
WELL vs MTSI
+896.6%
-196.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -18.4% | +17.3% | +0.9% |
| 7D | +5.3% | -24.6% | +29.8% | +8.2% |
| 30D | +8.7% | -45.7% | +54.4% | +15.3% |
| 3M | +3.8% | -27.7% | +31.6% | +6.1% |
| 6M | +15.4% | -37.3% | +52.6% | +18.5% |
| YTD | +33.7% | +11.1% | +22.5% | +27.3% |
| 1Y | +33.6% | +27.2% | +6.5% | +24.9% |
| 3Y | +194.2% | +153.7% | +40.5% | +145.2% |
| 5Y | +227.0% | +159.0% | +68.0% | +167.3% |
| 10Y | +430.7% | +405.6% | +25.2% | +266.7% |
| All | +699.8% | +896.6% | -196.8% | +423.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling