+373.4%
APLD vs MOS
-29.5%
+402.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.3% |
| 7D | +4.1% | +9.5% | -5.5% | +1.1% |
| 30D | -11.7% | +10.4% | -22.1% | -14.6% |
| 3M | -40.3% | +12.9% | -53.2% | -42.8% |
| 6M | -8.0% | +1.2% | -9.2% | -9.5% |
| YTD | +7.5% | +9.3% | -1.8% | +4.1% |
| 1Y | +84.0% | -18.0% | +102.0% | +88.7% |
| All | +373.4% | -29.5% | +402.9% | +407.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling