+308.8%
ARKK vs MOS
+3.2%
+305.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.3% | -2.6% |
| 7D | -4.0% | +24.8% | -28.8% | -10.3% |
| 30D | -14.0% | +22.7% | -36.6% | -19.4% |
| 3M | -4.2% | -1.2% | -2.9% | -4.8% |
| 6M | -2.6% | +5.5% | -8.1% | -5.6% |
| YTD | +0.2% | -2.0% | +2.2% | -2.3% |
| 1Y | -6.9% | -7.9% | +1.0% | -7.9% |
| 3Y | +94.1% | -25.0% | +119.0% | +98.9% |
| 5Y | -32.7% | -27.7% | -5.0% | -33.4% |
| 10Y | +308.8% | -1.6% | +310.4% | +226.4% |
| All | +308.8% | +3.2% | +305.6% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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