-42.9%
KORU vs MTSI
+183.3%
-226.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.8% | -5.0% | -6.4% |
| 7D | -35.0% | -10.0% | -25.0% | -23.0% |
| 30D | -65.5% | -37.2% | -28.3% | -37.6% |
| 3M | -58.9% | -30.1% | -28.8% | -32.7% |
| 6M | -83.5% | -31.9% | -51.6% | -66.6% |
| YTD | -23.9% | +23.2% | -47.1% | -6.0% |
| 1Y | -12.4% | +26.4% | -38.8% | +5.3% |
| 3Y | +82.1% | +186.2% | -104.1% | -6.0% |
| All | -42.9% | +183.3% | -226.3% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling