+22.5%
KORU vs MTSI
+59.5%
-37.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -3.8% |
| 7D | -24.3% | -10.7% | -13.7% | -10.3% |
| 30D | -54.2% | -29.0% | -25.2% | -25.1% |
| 3M | -45.4% | -14.7% | -30.7% | -34.5% |
| 6M | -66.5% | -20.1% | -46.4% | -33.9% |
| YTD | +14.9% | +36.1% | -21.2% | +79.5% |
| 1Y | +22.5% | +61.7% | -39.2% | +82.2% |
| All | +22.5% | +59.5% | -37.0% | +82.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling