-42.3%
MSTR vs APLD
-46.0%
+3.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.7% | +11.8% | +7.4% |
| 7D | -1.8% | -18.5% | +16.7% | +4.9% |
| 30D | -13.3% | -32.8% | +19.4% | -1.5% |
| 3M | +46.0% | -46.9% | +92.9% | +77.7% |
| 6M | -22.4% | -53.4% | +30.9% | -5.4% |
| YTD | -6.2% | -32.3% | +26.1% | -5.9% |
| 1Y | -42.3% | -46.5% | +4.2% | -37.9% |
| All | -42.3% | -46.0% | +3.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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