+808.8%
MU vs MSFT
+55.2%
+753.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.6% | -13.9% | -15.5% |
| 7D | -29.7% | +1.1% | -30.8% | -30.0% |
| 30D | -37.2% | +1.3% | -38.5% | -37.4% |
| 3M | -26.5% | +10.2% | -36.7% | -30.6% |
| 6M | +2.6% | +30.8% | -28.2% | -13.9% |
| YTD | +130.1% | +11.5% | +118.6% | +118.6% |
| 1Y | +176.7% | +6.5% | +170.1% | +176.3% |
| All | +808.8% | +55.2% | +753.7% | +560.8% |
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