+243.9%
APLD vs MSI
+138.7%
+105.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.3% | +7.4% | -13.8% | -10.5% |
| 30D | -29.6% | +18.7% | -48.3% | -36.9% |
| 3M | -42.6% | +14.5% | -57.1% | -47.8% |
| 6M | -59.6% | +38.1% | -97.7% | -68.2% |
| YTD | -32.0% | +38.7% | -70.7% | -47.2% |
| 1Y | -46.9% | +35.4% | -82.4% | -58.1% |
| 3Y | +255.7% | +75.1% | +180.6% | +107.1% |
| All | +243.9% | +138.7% | +105.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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