+153.8%
MU vs MSFT
+25.0%
+128.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +6.2% |
| 7D | +9.0% | -2.7% | +11.7% | +9.1% |
| 30D | +13.8% | +2.7% | +11.1% | +13.4% |
| 3M | +2.1% | +17.0% | -14.9% | +5.6% |
| 6M | +153.8% | +23.8% | +130.0% | +158.4% |
| All | +153.8% | +25.0% | +128.8% | +158.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling