+226.4%
MU vs MSFT
+3.5%
+222.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.6% |
| 7D | +21.6% | -2.4% | +24.1% | +22.1% |
| 30D | -16.2% | -3.8% | -12.5% | -15.5% |
| 3M | -12.4% | +6.4% | -18.8% | -12.6% |
| 6M | +4.2% | +28.8% | -24.6% | +3.0% |
| YTD | +180.0% | +8.8% | +171.1% | +205.4% |
| 1Y | +226.4% | +3.2% | +223.2% | +280.3% |
| All | +226.4% | +3.5% | +222.9% | +280.3% |
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