+481.0%
MSTR vs ARKK
+293.0%
+188.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -0.4% |
| 7D | -13.4% | -0.6% | -12.8% | -13.1% |
| 30D | -22.1% | -11.2% | -10.8% | -11.6% |
| 3M | +15.0% | -9.2% | +24.2% | +29.9% |
| 6M | -37.3% | -3.9% | -33.4% | -32.9% |
| YTD | -26.5% | -2.5% | -24.0% | -20.5% |
| 1Y | -46.5% | -2.7% | -43.8% | -41.8% |
| 3Y | +121.1% | +87.9% | +33.2% | +40.1% |
| 5Y | +37.5% | -35.7% | +73.2% | +113.5% |
| All | +481.0% | +293.0% | +188.0% | +309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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