+855.4%
MU vs MSFT
+53.6%
+801.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.7% |
| 7D | -22.0% | +1.7% | -23.7% | -22.6% |
| 30D | -36.6% | +0.2% | -36.7% | -36.4% |
| 3M | -21.7% | +6.4% | -28.1% | -24.5% |
| 6M | +3.5% | +28.7% | -25.2% | -12.2% |
| YTD | +141.9% | +10.4% | +131.5% | +131.1% |
| 1Y | +189.8% | +7.6% | +182.2% | +185.3% |
| 3Y | +855.4% | +52.3% | +803.1% | +598.3% |
| All | +855.4% | +53.6% | +801.7% | +598.3% |
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 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