+310.3%
ARKK vs MAS
+408.0%
-97.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +4.3% |
| 7D | -6.6% | +2.0% | -8.5% | -7.7% |
| 30D | -14.5% | +19.4% | -33.9% | -23.4% |
| 3M | -0.4% | +9.4% | -9.8% | -6.3% |
| 6M | -5.2% | +15.3% | -20.5% | -14.6% |
| YTD | -1.9% | +31.3% | -33.2% | -20.0% |
| 1Y | -6.7% | +34.9% | -41.6% | -25.4% |
| 3Y | +89.7% | +58.6% | +31.1% | +34.7% |
| 5Y | -37.3% | +40.7% | -78.0% | -52.4% |
| 10Y | +324.8% | +220.4% | +104.4% | +113.8% |
| All | +310.3% | +408.0% | -97.7% | +76.4% |
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