+29.3%
KORU vs MTSI
+1,821.1%
-1,791.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.5% | +10.0% | +11.1% |
| 7D | +13.0% | +1.4% | +11.6% | +12.2% |
| 30D | +27.3% | +2.1% | +25.2% | +24.9% |
| 3M | -55.3% | -29.7% | -25.6% | -35.1% |
| 6M | +11.6% | +12.5% | -0.9% | +24.9% |
| YTD | +158.5% | +57.0% | +101.5% | +139.7% |
| 1Y | +482.2% | +103.9% | +378.2% | +360.9% |
| 3Y | +471.9% | +223.6% | +248.3% | +250.6% |
| 5Y | +41.1% | +321.6% | -280.4% | -22.7% |
| 10Y | +80.2% | +517.7% | -437.5% | -33.0% |
| All | +29.3% | +1,821.1% | -1,791.7% | -71.9% |
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 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