-60.3%
KORU vs MTSI
+1,517.7%
-1,578.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.7% | -5.2% |
| 7D | -34.5% | -3.8% | -30.7% | -29.6% |
| 30D | -59.6% | -31.4% | -28.2% | -44.0% |
| 3M | -56.1% | -23.8% | -32.3% | -41.9% |
| 6M | -84.7% | -37.1% | -47.6% | -73.8% |
| YTD | -20.6% | +32.2% | -52.8% | -10.3% |
| 1Y | -13.9% | +26.9% | -40.8% | -0.5% |
| 3Y | +114.9% | +193.7% | -78.9% | +53.9% |
| 5Y | -36.0% | +218.0% | -254.0% | -55.0% |
| 10Y | -27.8% | +477.8% | -505.6% | -68.7% |
| All | -60.3% | +1,517.7% | -1,578.0% | -89.5% |
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