+117.4%
ARKK vs MAGS
+190.0%
-72.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.5% |
| 7D | -3.1% | +0.6% | -3.7% | -3.7% |
| 30D | +2.7% | +3.2% | -0.5% | -0.7% |
| 3M | +10.8% | +7.7% | +3.1% | +2.0% |
| 6M | +14.4% | +12.5% | +1.9% | +0.9% |
| YTD | +8.7% | +6.0% | +2.7% | +2.3% |
| 1Y | +6.7% | +14.4% | -7.6% | -6.9% |
| 3Y | +87.4% | +127.5% | -40.1% | -13.4% |
| All | +117.4% | +190.0% | -72.7% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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