-49.3%
MSTR vs APLD
-48.2%
-1.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -10.7% | -6.3% | -4.4% | -9.3% |
| 30D | -21.6% | -29.6% | +8.0% | -12.7% |
| 3M | +24.4% | -42.6% | +67.0% | +47.0% |
| 6M | -35.5% | -59.6% | +24.1% | -17.1% |
| YTD | -20.3% | -32.0% | +11.7% | -20.1% |
| 1Y | -49.3% | -46.9% | -2.4% | -45.5% |
| All | -49.3% | -48.2% | -1.2% | -45.5% |
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