# MSFT Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: 9acf76ccd0fee34701aec79195b34fe2631b1560bf4e88dd36328b859fce4ea0.

## Return & risk

For MSFT over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 6.82%, annualized volatility 24.39%, and maximum drawdown -34.50%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -2.49% for 95% VaR and -3.54% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 0.12, Sortino 0.17, and Calmar 0.11 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 0.95 and alpha -12.33%. Up capture is 0.94 and down capture is 1.10.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, MSFT's latest reported revenue is 281,724,000,000, net margin is 36.15%, and return on equity is 29.65%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 6.82% | 3y | 2026-06-30 |
| Annualized volatility | 24.39% | 3y | 2026-06-30 |
| Maximum drawdown | -34.50% | 3y | 2026-06-30 |
| 95% daily VaR | -2.49% | 3y | 2026-06-30 |
| 95% daily CVaR | -3.54% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 0.12 | 3y | 2026-06-30 |
| Sortino ratio | 0.17 | 3y | 2026-06-30 |
| Calmar ratio | 0.11 | 3y | 2026-06-30 |
| Beta vs SPY | 0.95 | 3y | 2026-06-30 |
| Alpha vs SPY | -12.33% | 3y | 2026-06-30 |
| Up capture vs SPY | 0.94 | 3y | 2026-06-30 |
| Down capture vs SPY | 1.10 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 281,724,000,000 | 2025-06-30 | 0000950170-25-100235 |
| Net margin | 36.15% | 2025-06-30 | 0000950170-25-100235 |
| Return on equity | 29.65% | 2025-06-30 | 0000950170-25-100235 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf MSFT --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0385. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: 9acf76ccd0fee34701aec79195b34fe2631b1560bf4e88dd36328b859fce4ea0.