+84.0%
APLD vs MOS
-17.5%
+101.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | +4.1% | +9.5% | -5.5% | +1.4% |
| 30D | -11.7% | +10.4% | -22.1% | -14.3% |
| 3M | -40.3% | +12.9% | -53.2% | -42.6% |
| 6M | -8.0% | +1.2% | -9.2% | -9.7% |
| YTD | +7.5% | +9.3% | -1.8% | +9.0% |
| 1Y | +84.0% | -18.0% | +102.0% | +62.6% |
| All | +84.0% | -17.5% | +101.5% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling