+329.4%
ARKK vs MOS
-33.6%
+363.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.8% | +4.2% |
| 7D | 0.0% | +19.7% | -19.6% | -5.2% |
| 30D | -11.9% | +21.5% | -33.4% | -17.0% |
| 3M | -0.6% | -0.4% | -0.1% | -1.4% |
| 6M | -0.2% | +4.5% | -4.7% | -2.9% |
| YTD | +2.7% | -2.9% | +5.6% | +0.5% |
| 1Y | -2.2% | -7.7% | +5.5% | -3.2% |
| 3Y | +102.0% | -25.6% | +127.7% | +107.6% |
| 5Y | -33.4% | -31.2% | -2.2% | -32.9% |
| 10Y | +327.1% | +2.8% | +324.2% | +237.1% |
| All | +329.4% | -33.6% | +363.1% | +275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling