-2.5%
MSTR vs APLD
-2.9%
+0.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.9% |
| 7D | +12.2% | +4.1% | +8.1% | +11.1% |
| 30D | +45.2% | -11.7% | +56.9% | +49.7% |
| 3M | +10.4% | -40.3% | +50.7% | +25.1% |
| 6M | -2.5% | -8.0% | +5.5% | -6.4% |
| All | -2.5% | -2.9% | +0.4% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling