+84.0%
APLD vs MSTZ
-29.5%
+113.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +2.4% |
| 7D | +4.1% | -29.7% | +33.8% | -2.5% |
| 30D | -11.7% | -65.3% | +53.6% | -28.9% |
| 3M | -40.3% | -57.3% | +17.1% | -44.3% |
| 6M | -8.0% | -61.6% | +53.7% | -9.9% |
| YTD | +7.5% | -78.3% | +85.8% | +1.3% |
| 1Y | +84.0% | -30.2% | +114.3% | +127.3% |
| All | +84.0% | -29.5% | +113.5% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling