+1,362.4%
MU vs MSFT
+55.4%
+1,307.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +7.2% |
| 7D | +9.0% | -2.7% | +11.7% | +10.5% |
| 30D | +13.8% | +2.7% | +11.1% | +11.5% |
| 3M | +2.1% | +17.0% | -14.9% | -7.2% |
| 6M | +153.8% | +23.8% | +130.0% | +117.8% |
| YTD | +256.4% | +4.0% | +252.4% | +250.2% |
| 1Y | +719.8% | -0.8% | +720.6% | +742.8% |
| All | +1,362.4% | +55.4% | +1,307.0% | +976.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling