+622.3%
KORU vs MSTU
-86.5%
+708.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.6% | +10.2% | +3.6% |
| 7D | +24.3% | +16.1% | +8.2% | +18.0% |
| 30D | +37.3% | +68.7% | -31.3% | +17.7% |
| 3M | -32.8% | -11.0% | -21.8% | -34.5% |
| 6M | +36.9% | -33.4% | +70.3% | +46.8% |
| YTD | +162.6% | -59.5% | +222.1% | +192.2% |
| 1Y | +467.0% | -93.4% | +560.4% | +733.5% |
| All | +622.3% | -86.5% | +708.8% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling