-26.5%
MU vs MSFT
+8.2%
-34.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.6% | -13.9% | -16.7% |
| 7D | -29.7% | +1.1% | -30.8% | -28.4% |
| 30D | -37.2% | +1.3% | -38.5% | -35.7% |
| 3M | -26.5% | +10.2% | -36.7% | -19.4% |
| All | -26.5% | +8.2% | -34.7% | -19.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling