+326.7%
ARKK vs MOS
-33.5%
+360.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | -2.4% | +5.5% | -7.8% | -3.8% |
| 30D | -10.8% | +21.0% | -31.8% | -15.9% |
| 3M | -2.6% | -0.5% | -2.2% | -3.5% |
| 6M | -1.9% | +6.6% | -8.5% | -5.1% |
| YTD | +2.0% | -2.8% | +4.8% | -0.2% |
| 1Y | -4.4% | -8.1% | +3.7% | -5.3% |
| 3Y | +97.5% | -25.6% | +123.1% | +102.8% |
| 5Y | -32.0% | -29.8% | -2.3% | -31.9% |
| 10Y | +317.7% | +0.6% | +317.2% | +231.1% |
| All | +326.7% | -33.5% | +360.2% | +272.9% |
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