+220.6%
APLD vs MOS
-66.8%
+287.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.1% | +9.6% | +9.7% |
| 7D | -12.7% | +21.6% | -34.3% | -20.2% |
| 30D | -34.7% | +12.0% | -46.7% | -38.4% |
| 3M | -46.1% | -3.9% | -42.2% | -46.1% |
| 6M | -64.9% | -3.3% | -61.5% | -65.1% |
| YTD | -36.6% | -4.6% | -31.9% | -37.1% |
| 1Y | -50.0% | -7.0% | -43.0% | -50.1% |
| 3Y | +190.1% | -24.4% | +214.5% | +198.9% |
| All | +220.6% | -66.8% | +287.4% | +369.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling