Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MU vs MSFT✓SelectedUSD · MSFTMU vs MSFT performance historyLatest closeAs of+6.10%09/04
Stock and ETF performance explorer

MU vs MSFT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+106,206.6%
MSFT return
+135,767.0%
Excess return
-29,560.4%
Maximum drawdown
-98.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMSFTExcessAlpha
1D+6.1%-2.0%+8.1%+7.6%
7D+9.0%-2.7%+11.7%+11.0%
30D+13.8%+2.7%+11.1%+10.9%
3M+2.1%+17.0%-14.9%-11.5%
6M+153.8%+23.8%+130.0%+108.3%
YTD+256.4%+4.0%+252.4%+227.7%
1Y+719.8%-0.8%+720.6%+681.5%
3Y+1,360.4%+55.6%+1,304.8%+906.0%
5Y+1,312.4%+72.9%+1,239.5%+784.8%
10Y+6,142.6%+875.8%+5,266.8%+1,028.6%
All+106,206.6%+135,767.0%-29,560.4%+723.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling