Microsoft

The chart shows the growth of an initial investment of $10,000 in Microsoft, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 12, 2026, the Microsoft returned -18.85% Year-To-Date and 24.39% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 13, 1986, Microsoft's average daily return is +0.11%, while the average monthly return is +2.27%. At this rate, an investment would double in approximately 2.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jan 1987 with a return of +51.5%, while the worst month was Apr 2000 at -34.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Microsoft closed higher 51% of trading days. The best single day was Oct 19, 2000 with a return of +19.6%, while the worst single day was Oct 19, 1987 at -30.1%.

Microsoft has an annualized alpha of 16.92%, beta of 1.17, and R2 of 0.41 versus S&P 500 Index. Calculated based on daily prices since March 13, 1986.

• This portfolio captured 170.93% of S&P 500 Index gains but only 98.77% of its losses - a favorable profile for investors.
• R2 of 0.41 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Microsoft has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Microsoft ranks 2 for risk / return — in the bottom 2% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current Microsoft Sharpe ratio is -0.70 as of Jun 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.50 to 2.36, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Microsoft compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Microsoft provided a 0.91% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Microsoft. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Microsoft was 69.38%, occurring on Mar 9, 2009. Recovery took 1348 trading sessions.

The current Microsoft drawdown is 27.53%.

The chart below shows the rolling one-month volatility.