+298.4%
MSTR vs ARKK
+94.7%
+203.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.2% |
| 7D | +9.3% | +3.6% | +5.7% | +5.0% |
| 30D | +36.5% | +8.4% | +28.1% | +24.9% |
| 3M | +7.3% | +13.4% | -6.1% | -7.5% |
| 6M | +2.2% | +18.9% | -16.7% | -17.0% |
| YTD | -10.2% | +11.9% | -22.1% | -19.4% |
| 1Y | -58.6% | +13.1% | -71.7% | -63.3% |
| All | +298.4% | +94.7% | +203.7% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling