+265.1%
MU vs MSFT
+9.5%
+255.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.7% | -13.7% | -7.7% |
| 7D | -19.1% | +4.7% | -23.8% | -19.5% |
| 30D | -25.2% | +5.8% | -31.1% | -25.6% |
| 3M | -10.9% | +13.0% | -23.9% | -12.1% |
| 6M | +38.0% | +34.9% | +3.1% | +35.5% |
| YTD | +178.8% | +15.7% | +163.2% | +198.3% |
| 1Y | +265.1% | +9.0% | +256.2% | +324.1% |
| All | +265.1% | +9.5% | +255.6% | +324.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFT.
Daily Out/Under-Performance
Portfolio return minus MSFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFT 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 MSFT 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