+334.4%
APLD vs MSTU
-85.2%
+419.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +4.9% | +2.5% |
| 7D | +4.1% | +21.3% | -17.3% | -1.9% |
| 30D | -11.7% | +90.8% | -102.5% | -27.0% |
| 3M | -40.3% | -6.8% | -33.5% | -43.6% |
| 6M | -8.0% | -39.8% | +31.9% | -6.7% |
| YTD | +7.5% | -55.7% | +63.2% | +9.5% |
| 1Y | +84.0% | -92.7% | +176.7% | +166.4% |
| All | +334.4% | -85.2% | +419.6% | +465.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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