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MSFT fiscal year ends in June. I know since I used to work there, but it is stated here too: http://www.microsoft.com/investor/InvestorServices/FAQ/default.aspx

But to everyone commenting on the accuracy of the graphs: yes, they are pretty accurate. No, they are not directly comparable for gaming profitibility. 

Nintendo's numbers are pretty much spot on (although inflation over so many years is killer), but Sony's numbers aren't PlayStation specific until recently. They are of the whole division PS belongs to. So yes, the losses/gains probabily indicate losses/gains for PS during those years, the actual amounts could differ greatly since other departments could be bouying/weighing down PS. MSFT is the same Sony, but even their new numbers aren't Xbox specific.

 

Things we CAN take from this chart: Nintendo made buckets of money, Sony and MSFT aren't hemorraging money lately. Each is a win.