+208.0%
MSTR vs APLD
+461.1%
-253.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.8% |
| 7D | +12.2% | +4.1% | +8.1% | +11.3% |
| 30D | +45.2% | -11.7% | +56.9% | +49.2% |
| 3M | +10.4% | -40.3% | +50.7% | +22.4% |
| 6M | -2.5% | -8.0% | +5.5% | -4.0% |
| YTD | -6.0% | +7.5% | -13.6% | -11.7% |
| 1Y | -56.4% | +84.0% | -140.4% | -64.5% |
| 3Y | +306.3% | +356.2% | -49.9% | +108.5% |
| All | +208.0% | +461.1% | -253.0% | +8.3% |
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