+443.7%
APLD vs MOS
-61.9%
+505.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.2% |
| 7D | +4.1% | +9.5% | -5.5% | +0.2% |
| 30D | -11.7% | +10.4% | -22.1% | -15.6% |
| 3M | -40.3% | +12.9% | -53.2% | -43.7% |
| 6M | -8.0% | +1.2% | -9.2% | -10.0% |
| YTD | +7.5% | +9.3% | -1.8% | +2.1% |
| 1Y | +84.0% | -18.0% | +102.0% | +92.6% |
| 3Y | +356.2% | -29.0% | +385.3% | +397.5% |
| All | +443.7% | -61.9% | +505.7% | +662.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling