+192.2%
APLD vs MTSI
+268.8%
-76.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -18.4% | +3.7% | +0.4% |
| 7D | -27.0% | -24.6% | -2.4% | -7.8% |
| 30D | -44.1% | -45.7% | +1.6% | -8.4% |
| 3M | -52.6% | -27.7% | -24.8% | -41.1% |
| 6M | -64.5% | -37.3% | -27.2% | -51.7% |
| YTD | -42.2% | +11.1% | -53.3% | -52.6% |
| 1Y | -57.2% | +27.2% | -84.3% | -68.7% |
| 3Y | +159.5% | +153.7% | +5.9% | +2.0% |
| All | +192.2% | +268.8% | -76.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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