+255.7%
APLD vs MSFU
+29.5%
+226.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +2.1% |
| 7D | -6.3% | +4.0% | -10.4% | -9.0% |
| 30D | -29.6% | -2.3% | -27.2% | -28.7% |
| 3M | -42.6% | +7.1% | -49.7% | -45.5% |
| 6M | -59.6% | +48.9% | -108.5% | -69.5% |
| YTD | -32.0% | +2.4% | -34.4% | -37.2% |
| 1Y | -46.9% | -8.1% | -38.9% | -46.8% |
| 3Y | +255.7% | +25.2% | +230.5% | +200.2% |
| All | +255.7% | +29.5% | +226.2% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling