+142.3%
MSTR vs ARKK
+99.3%
+43.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | -1.3% |
| 7D | -14.2% | -2.4% | -11.8% | -12.0% |
| 30D | -19.9% | -10.8% | -9.0% | -6.5% |
| 3M | +27.3% | -2.6% | +30.0% | +34.5% |
| 6M | -37.6% | -1.9% | -35.6% | -34.7% |
| YTD | -19.5% | +2.0% | -21.5% | -18.5% |
| 1Y | -47.1% | -4.4% | -42.8% | -41.6% |
| All | +142.3% | +99.3% | +43.0% | +17.4% |
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 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