+161.2%
MSTR vs APLD
+254.9%
-93.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -10.7% | -6.3% | -4.4% | -9.7% |
| 30D | -21.6% | -29.6% | +8.0% | -15.5% |
| 3M | +24.4% | -42.6% | +67.0% | +39.8% |
| 6M | -35.5% | -59.6% | +24.1% | -23.2% |
| YTD | -20.3% | -32.0% | +11.7% | -17.6% |
| 1Y | -49.3% | -46.9% | -2.4% | -45.3% |
| 3Y | +137.8% | +255.7% | -117.9% | +29.8% |
| All | +161.2% | +254.9% | -93.7% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling