+178.1%
MSTR vs APLD
+230.9%
-52.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.7% | -10.0% | -2.5% |
| 7D | -1.2% | -12.7% | +11.5% | +1.5% |
| 30D | -15.9% | -34.7% | +18.8% | -7.8% |
| 3M | +33.1% | -46.1% | +79.2% | +52.0% |
| 6M | -31.0% | -64.9% | +33.9% | -15.1% |
| YTD | -15.1% | -36.6% | +21.4% | -10.7% |
| 1Y | -45.6% | -50.0% | +4.3% | -40.5% |
| 3Y | +180.5% | +190.1% | -9.6% | +60.0% |
| All | +178.1% | +230.9% | -52.7% | +9.4% |
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