+192.2%
APLD vs MOS
-66.8%
+259.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +3.3% | -18.0% | -15.9% |
| 7D | -27.0% | +22.5% | -49.5% | -33.5% |
| 30D | -44.1% | +6.6% | -50.7% | -46.2% |
| 3M | -52.6% | -3.8% | -48.8% | -52.6% |
| 6M | -64.5% | -2.2% | -62.3% | -64.8% |
| YTD | -42.2% | -4.8% | -37.4% | -42.7% |
| 1Y | -57.2% | -11.7% | -45.5% | -56.3% |
| 3Y | +159.5% | -26.5% | +186.0% | +171.3% |
| All | +192.2% | -66.8% | +259.0% | +328.3% |
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