Moderate confidence: R² is 0.16; these three factors explain some but not most of MSFT's day-to-day variance. Treat the split below as directional.
Note: the net move here (-0.4pp) is small relative to the systematic and idiosyncratic swings underneath it; they're largely offsetting each other, which is why the idiosyncratic share below exceeds 100% (it's dividing by a small net, not an error). Read the pp values themselves as the meaningful numbers here, not the ratio.
Of MSFT's -0.4pp move over this window, -24.1pp (5469% of the total magnitude) is idiosyncratic, not explained by riding market, sector, or rate moves. The rest (+23.6pp) came from systematic exposure: market +19.0pp, sector +3.5pp, rate +1.1pp.