+522.4%
KORU vs MTSI
+241.4%
+281.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | -0.9% |
| 7D | +24.3% | +4.9% | +19.4% | +18.0% |
| 30D | +37.3% | -11.6% | +48.9% | +60.9% |
| 3M | -32.8% | -24.1% | -8.7% | +3.9% |
| 6M | +36.9% | +32.4% | +4.5% | +42.3% |
| YTD | +162.6% | +60.4% | +102.2% | +137.3% |
| 1Y | +467.0% | +111.0% | +356.1% | +303.6% |
| 3Y | +522.4% | +246.1% | +276.2% | +179.0% |
| All | +522.4% | +241.4% | +281.0% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling