+163.1%
APLD vs MSTZ
-99.2%
+262.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.9% | -10.7% | -4.6% |
| 7D | +2.7% | +30.8% | -28.1% | +10.0% |
| 30D | -21.4% | +41.2% | -62.6% | -11.0% |
| 3M | -47.8% | -60.9% | +13.1% | -52.3% |
| 6M | -64.9% | -15.7% | -49.2% | -57.8% |
| YTD | -34.9% | -75.2% | +40.3% | -30.2% |
| 1Y | -30.7% | -59.8% | +29.0% | -14.5% |
| All | +163.1% | -99.2% | +262.3% | +212.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling