+68,550.7%
MU vs MSFT
+145,617.8%
-77,067.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.6% | -13.9% | -14.9% |
| 7D | -29.7% | +1.1% | -30.8% | -30.3% |
| 30D | -37.2% | +1.3% | -38.5% | -37.7% |
| 3M | -26.5% | +10.2% | -36.7% | -32.1% |
| 6M | +2.6% | +30.8% | -28.2% | -19.0% |
| YTD | +130.1% | +11.5% | +118.6% | +100.7% |
| 1Y | +176.7% | +6.5% | +170.1% | +150.4% |
| 3Y | +813.1% | +55.5% | +757.6% | +530.4% |
| 5Y | +822.0% | +66.2% | +755.8% | +496.3% |
| 10Y | +3,936.2% | +928.0% | +3,008.1% | +601.2% |
| All | +68,550.7% | +145,617.8% | -77,067.1% | +404.4% |
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 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