+91.6%
KORU vs MTSI
+571.2%
-479.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | -1.5% |
| 7D | +20.1% | +11.1% | +9.0% | +11.5% |
| 30D | +47.5% | -3.7% | +51.1% | +53.9% |
| 3M | -30.1% | -20.2% | -9.8% | -8.7% |
| 6M | +20.1% | +30.8% | -10.7% | +21.9% |
| YTD | +166.6% | +67.0% | +99.5% | +134.7% |
| 1Y | +458.9% | +120.4% | +338.5% | +312.0% |
| 3Y | +531.8% | +260.4% | +271.4% | +247.6% |
| 5Y | +67.7% | +356.3% | -288.6% | -17.0% |
| 10Y | +91.6% | +581.1% | -489.5% | -33.9% |
| All | +91.6% | +571.2% | -479.6% | -33.9% |
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