-50.0%
APLD vs MOS
-11.3%
-38.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.1% | +9.6% | +9.7% |
| 7D | -12.7% | +21.6% | -34.3% | -18.3% |
| 30D | -34.7% | +12.0% | -46.7% | -36.9% |
| 3M | -46.1% | -3.9% | -42.2% | -44.7% |
| 6M | -64.9% | -3.3% | -61.5% | -64.2% |
| YTD | -36.6% | -4.6% | -31.9% | -34.3% |
| 1Y | -50.0% | -7.0% | -43.0% | -45.9% |
| All | -50.0% | -11.3% | -38.6% | -45.9% |
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