+317.7%
ARKK vs MAS
+217.4%
+100.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | -2.4% | -1.8% | -0.5% | -1.1% |
| 30D | -10.8% | +23.6% | -34.4% | -22.2% |
| 3M | -2.6% | +12.4% | -15.1% | -10.2% |
| 6M | -1.9% | +21.9% | -23.8% | -15.2% |
| YTD | +2.0% | +36.1% | -34.1% | -19.8% |
| 1Y | -4.4% | +39.5% | -43.9% | -26.3% |
| 3Y | +97.5% | +59.1% | +38.4% | +35.8% |
| 5Y | -32.0% | +44.4% | -76.4% | -50.7% |
| 10Y | +317.7% | +217.0% | +100.7% | +95.8% |
| All | +317.7% | +217.4% | +100.3% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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