+190.1%
APLD vs MSFU
+32.6%
+157.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.9% | +11.6% | +10.7% |
| 7D | -12.7% | +2.5% | -15.2% | -14.2% |
| 30D | -34.7% | -1.3% | -33.4% | -34.3% |
| 3M | -46.1% | +8.6% | -54.8% | -49.3% |
| 6M | -64.9% | +48.4% | -113.3% | -73.4% |
| YTD | -36.6% | +1.6% | -38.1% | -41.2% |
| 1Y | -50.0% | -5.8% | -44.2% | -50.9% |
| 3Y | +190.1% | +30.9% | +159.2% | +145.9% |
| All | +190.1% | +32.6% | +157.5% | +145.9% |
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