+116.5%
KORU vs MSFU
+88.0%
+28.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | +11.1% | -2.8% | +13.9% | +12.6% |
| 30D | -40.6% | -5.3% | -35.3% | -37.8% |
| 3M | -63.9% | +7.2% | -71.1% | -65.0% |
| 6M | -82.8% | +51.0% | -133.8% | -87.0% |
| YTD | -15.4% | -1.2% | -14.2% | -20.0% |
| 1Y | -3.3% | -10.3% | +7.1% | -2.5% |
| 3Y | +136.2% | +22.2% | +113.9% | +77.7% |
| All | +116.5% | +88.0% | +28.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling