+49.9%
MSTR vs KORU
-42.6%
+92.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -2.1% |
| 7D | -1.2% | -35.0% | +33.8% | +9.8% |
| 30D | -15.9% | -65.5% | +49.6% | +11.4% |
| 3M | +33.1% | -58.9% | +92.0% | +59.3% |
| 6M | -31.0% | -83.5% | +52.5% | -18.9% |
| YTD | -15.1% | -23.9% | +8.7% | -60.5% |
| 1Y | -45.6% | -12.4% | -33.2% | -77.0% |
| 3Y | +180.5% | +82.1% | +98.4% | -34.7% |
| All | +49.9% | -42.6% | +92.5% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 5y: compounded portfolio wealth divided by compounded KORU 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…
5y analysis · Full analysis span regression · 6 months rolling