+4,277.4%
MU vs MSFT
+892.8%
+3,384.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.6% |
| 7D | -15.2% | +2.3% | -17.5% | -16.8% |
| 30D | -29.5% | -0.4% | -29.2% | -29.2% |
| 3M | -15.8% | +5.6% | -21.3% | -19.8% |
| 6M | -2.9% | +29.0% | -31.8% | -23.5% |
| YTD | +154.2% | +10.9% | +143.3% | +122.1% |
| 1Y | +186.6% | +6.2% | +180.4% | +160.8% |
| 3Y | +871.5% | +47.6% | +823.9% | +566.0% |
| 5Y | +911.7% | +67.9% | +843.7% | +506.9% |
| 10Y | +4,277.4% | +922.9% | +3,354.5% | +367.0% |
| All | +4,277.4% | +892.8% | +3,384.6% | +367.0% |
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