+319.2%
ARKK vs MTSI
+919.3%
-600.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.8% | -1.8% |
| 7D | -4.0% | -3.8% | -0.2% | -3.1% |
| 30D | -14.0% | -31.4% | +17.4% | -2.7% |
| 3M | -4.2% | -23.8% | +19.6% | +2.7% |
| 6M | -2.6% | -37.1% | +34.5% | +9.4% |
| YTD | +0.2% | +32.2% | -32.0% | -16.7% |
| 1Y | -6.9% | +26.9% | -33.9% | -21.5% |
| 3Y | +94.1% | +193.7% | -99.7% | +16.8% |
| 5Y | -32.7% | +218.0% | -250.8% | -60.5% |
| 10Y | +308.8% | +477.8% | -168.9% | +73.1% |
| All | +319.2% | +919.3% | -600.0% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling