+645.5%
MSTR vs ARKK
+329.1%
+316.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -1.3% |
| 7D | -11.2% | -4.7% | -6.5% | -6.7% |
| 30D | +33.8% | +3.1% | +30.7% | +31.7% |
| 3M | +11.5% | +13.8% | -2.3% | -0.7% |
| 6M | -7.2% | +14.0% | -21.1% | -16.8% |
| YTD | -15.4% | +8.0% | -23.4% | -18.2% |
| 1Y | -60.6% | +9.9% | -70.5% | -62.3% |
| 3Y | +260.8% | +90.2% | +170.7% | +120.5% |
| 5Y | +108.8% | -29.9% | +138.7% | +190.8% |
| All | +645.5% | +329.1% | +316.4% | +415.4% |
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