-61.9%
KORU vs MTSI
+1,407.0%
-1,468.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.8% | -5.0% | -1.8% |
| 7D | -35.0% | -10.0% | -25.0% | -27.0% |
| 30D | -65.5% | -37.2% | -28.3% | -49.2% |
| 3M | -58.9% | -30.1% | -28.8% | -42.4% |
| 6M | -83.5% | -31.9% | -51.6% | -73.2% |
| YTD | -23.9% | +23.2% | -47.1% | -9.9% |
| 1Y | -12.4% | +26.4% | -38.8% | +2.1% |
| 3Y | +82.1% | +186.2% | -104.1% | +33.4% |
| 5Y | -42.6% | +187.0% | -229.7% | -57.1% |
| 10Y | -37.4% | +460.4% | -497.8% | -72.1% |
| All | -61.9% | +1,407.0% | -1,468.9% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling