+119.9%
ARKK vs MAGS
+187.7%
-67.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.2% |
| 7D | +1.4% | +0.8% | +0.6% | +0.5% |
| 30D | +5.1% | +0.4% | +4.7% | +4.7% |
| 3M | +12.7% | +5.6% | +7.2% | +6.1% |
| 6M | +13.8% | +12.3% | +1.5% | +0.6% |
| YTD | +9.9% | +5.1% | +4.8% | +4.4% |
| 1Y | +10.4% | +14.0% | -3.6% | -3.2% |
| 3Y | +93.6% | +129.4% | -35.8% | -11.1% |
| All | +119.9% | +187.7% | -67.7% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling