+4,407.5%
MU vs MSFT
+899.6%
+3,507.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | +12.8% | -1.3% | +14.1% | +13.7% |
| 30D | -14.9% | -1.8% | -13.0% | -13.7% |
| 3M | -18.0% | +5.6% | -23.7% | -22.2% |
| 6M | -3.1% | +29.8% | -32.9% | -24.4% |
| YTD | +172.9% | +9.0% | +163.9% | +141.1% |
| 1Y | +228.8% | +4.9% | +223.9% | +201.2% |
| 3Y | +950.8% | +46.2% | +904.6% | +623.5% |
| 5Y | +931.3% | +62.1% | +869.2% | +535.5% |
| All | +4,407.5% | +899.6% | +3,507.9% | +376.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling