-14.3%
KORU vs MTSI
+539.0%
-553.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +10.3% | +8.1% | +10.5% |
| 7D | -18.1% | +7.2% | -25.3% | -18.1% |
| 30D | -45.7% | -18.4% | -27.3% | -32.2% |
| 3M | -51.6% | -16.7% | -34.9% | -38.8% |
| 6M | -82.6% | -31.7% | -50.9% | -70.9% |
| YTD | -5.9% | +45.9% | -51.8% | -0.4% |
| 1Y | +3.3% | +47.0% | -43.7% | +8.8% |
| 3Y | +154.5% | +224.1% | -69.6% | +64.9% |
| 5Y | -26.6% | +238.5% | -265.1% | -52.8% |
| 10Y | -14.3% | +512.7% | -527.0% | -66.7% |
| All | -14.3% | +539.0% | -553.3% | -66.7% |
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