+893.4%
MU vs MSFT
+68.5%
+824.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.5% | +4.5% |
| 7D | -12.0% | +7.5% | -19.6% | -16.2% |
| 30D | -28.7% | +1.9% | -30.6% | -29.4% |
| 3M | -16.4% | +9.2% | -25.7% | -21.5% |
| 6M | -1.8% | +31.9% | -33.7% | -20.6% |
| YTD | +157.1% | +13.4% | +143.6% | +129.7% |
| 1Y | +208.5% | +10.6% | +197.9% | +182.5% |
| 3Y | +906.2% | +54.7% | +851.5% | +600.7% |
| 5Y | +893.4% | +69.1% | +824.3% | +562.7% |
| All | +893.4% | +68.5% | +824.9% | +562.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling