+368.8%
ARKK vs MAS
+349.2%
+19.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -2.1% |
| 7D | +1.9% | -0.8% | +2.7% | +2.4% |
| 30D | +13.2% | -5.6% | +18.7% | +16.8% |
| 3M | +7.7% | +4.4% | +3.2% | +3.5% |
| 6M | +15.1% | +7.2% | +7.9% | +8.0% |
| YTD | +12.1% | +16.1% | -4.0% | -1.1% |
| 1Y | +14.9% | +0.1% | +14.8% | +10.6% |
| 3Y | +99.3% | +28.3% | +71.0% | +61.5% |
| 5Y | -29.9% | +30.5% | -60.4% | -43.9% |
| 10Y | +351.6% | +139.1% | +212.5% | +160.7% |
| All | +368.8% | +349.2% | +19.6% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling