+703.3%
APLD vs MSFU
+87.3%
+616.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.8% |
| 7D | +19.6% | -4.9% | +24.5% | +22.4% |
| 30D | -24.5% | -9.1% | -15.4% | -20.8% |
| 3M | -45.6% | +8.7% | -54.3% | -48.9% |
| 6M | -61.4% | +48.3% | -109.7% | -71.0% |
| YTD | -30.9% | -1.6% | -29.3% | -36.0% |
| 1Y | -35.8% | -13.6% | -22.2% | -34.9% |
| 3Y | +261.4% | +20.2% | +241.2% | +196.0% |
| All | +703.3% | +87.3% | +616.0% | +415.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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