-27.8%
ARKK vs MTSI
+331.9%
-359.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -1.3% |
| 7D | +3.6% | +4.9% | -1.3% | +0.9% |
| 30D | +8.4% | -11.6% | +20.0% | +14.5% |
| 3M | +13.4% | -24.1% | +37.5% | +27.2% |
| 6M | +18.9% | +32.4% | -13.5% | -8.7% |
| YTD | +11.9% | +60.4% | -48.5% | -26.2% |
| 1Y | +13.1% | +111.0% | -97.9% | -39.5% |
| 3Y | +97.1% | +246.1% | -149.1% | -35.0% |
| 5Y | -27.8% | +340.3% | -368.1% | -81.6% |
| All | -27.8% | +331.9% | -359.6% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 5y: compounded portfolio wealth divided by compounded MTSI 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…
5y analysis · Full analysis span regression · 6 months rolling