+33.3%
KORU vs MTZ
+736.6%
-703.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +3.1% |
| 7D | +20.1% | +2.3% | +17.8% | +18.2% |
| 30D | +47.5% | -10.3% | +57.8% | +61.7% |
| 3M | -30.1% | -31.8% | +1.8% | +1.1% |
| 6M | +20.1% | -19.2% | +39.3% | +63.6% |
| YTD | +166.6% | +10.7% | +155.9% | +204.2% |
| 1Y | +458.9% | +37.5% | +421.4% | +460.9% |
| 3Y | +531.8% | +162.4% | +369.4% | +315.1% |
| 5Y | +67.7% | +166.3% | -98.6% | +7.1% |
| 10Y | +91.6% | +753.2% | -661.6% | -36.0% |
| All | +33.3% | +736.6% | -703.2% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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