Time-dependent helium gas puff experiments have been performed on the Mega Ampere Spherical Tokamak (MAST) during a two point plasma current scan in L-mode and a confinement scan at 900 kA. An evaluation of the He II spectrum line induced by charge exchange suggests anomalous rates of diffusion and inward convection in the outer regions of both L-mode plasmas. Similar rates of diffusion are found in the H-mode plasma, however these rates are consistent with neoclassical predictions. The anomalous inward pinch found in the core of L-mode plasmas is also not apparent in the H-mode core. Linear gyrokinetic simulations of one flux surface in L-mode using the gs2 and gkw codes find that equilibrium flow shear is sufficient to stabilise ITG modes, consistent with BES observations, and suggest that collisionless TEMs may dominate the anomalous helium particle transport. A quasilinear estimate of the dimensionless peaking factor associated with TEMs is in good agreement with experiment. Collisionless TEMs are more stable in H-mode because the electron density gradient is flatter. The steepness of this gradient is therefore pivotal in determining the inward neoclassical particle pinch and the particle flux associated with TEM turbulence.