+599.0%
KORU vs MSTU
-87.7%
+686.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.6% | +5.4% | +8.1% |
| 7D | -1.7% | -16.6% | +14.9% | +2.6% |
| 30D | +13.5% | +69.7% | -56.2% | -2.7% |
| 3M | -45.2% | -7.5% | -37.7% | -47.0% |
| 6M | +17.1% | -43.1% | +60.2% | +29.9% |
| YTD | +154.1% | -63.0% | +217.2% | +189.4% |
| 1Y | +375.7% | -93.8% | +469.5% | +612.9% |
| All | +599.0% | -87.7% | +686.6% | +613.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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