+156.2%
APLD vs MSTZ
-99.4%
+255.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.8% | +9.0% | +9.9% |
| 7D | -12.7% | -1.2% | -11.5% | -12.0% |
| 30D | -34.7% | +22.2% | -56.9% | -28.6% |
| 3M | -46.1% | -70.4% | +24.3% | -54.0% |
| 6M | -64.9% | -31.0% | -33.9% | -59.7% |
| YTD | -36.6% | -81.0% | +44.5% | -36.5% |
| 1Y | -50.0% | -61.2% | +11.2% | -38.8% |
| All | +156.2% | -99.4% | +255.5% | +184.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling