+178.9%
MSTR vs APLD
+201.5%
-22.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.7% | +5.4% | -5.9% |
| 7D | -8.7% | -27.0% | +18.3% | -2.1% |
| 30D | -21.4% | -44.1% | +22.7% | -10.6% |
| 3M | +31.4% | -52.6% | +84.0% | +54.7% |
| 6M | -30.8% | -64.5% | +33.6% | -15.1% |
| YTD | -14.9% | -42.2% | +27.3% | -8.4% |
| 1Y | -49.3% | -57.2% | +7.9% | -42.4% |
| 3Y | +184.8% | +159.5% | +25.3% | +66.9% |
| All | +178.9% | +201.5% | -22.6% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling