-3.3%
KORU vs MTSI
+35.9%
-39.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.6% | +0.2% | +3.1% |
| 7D | +11.1% | +10.0% | +1.2% | -3.1% |
| 30D | -40.6% | -20.3% | -20.3% | -10.5% |
| 3M | -63.9% | -24.4% | -39.5% | -40.6% |
| 6M | -82.8% | -39.2% | -43.6% | -51.6% |
| YTD | -15.4% | +35.5% | -50.9% | +32.0% |
| 1Y | -3.3% | +43.0% | -46.3% | +44.8% |
| All | -3.3% | +35.9% | -39.1% | +44.8% |
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