-46.5%
MSTR vs APLD
-37.2%
-9.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.8% | +3.3% | -0.5% |
| 7D | -13.4% | +2.7% | -16.1% | -14.4% |
| 30D | -22.1% | -21.4% | -0.6% | -16.4% |
| 3M | +15.0% | -47.8% | +62.8% | +39.9% |
| 6M | -37.3% | -64.9% | +27.6% | -15.6% |
| YTD | -26.5% | -34.9% | +8.3% | -25.1% |
| 1Y | -46.5% | -30.7% | -15.7% | -47.3% |
| All | -46.5% | -37.2% | -9.3% | -47.3% |
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