The general policy says Microsoft collects all sorts of information about users, including name, address, phone numbers, gender, preferences, and favorites, and then shares that data among other services you use for such purposes as personalizing your experience. "Microsoft uses your personal information for ... making the sites or services easier to use by eliminating the need for you to repeatedly enter the same information; performing research and analysis aimed at improving our products, services, and technologies; and displaying content and advertising that are customized to your interests and preferences," according to the policy.
The only opt-out options listed in the policy are to put the kibosh on receiving targeted ads.
Google vs. Apple
Apple also may collect info about your friends and family when you share content with them using an Apple product, send a gift certificate or product, or ask them to join you on Apple forums. The info includes the contact's name, mailing address, email address, and phone number.
Apple says that it may combine personal info with non-personal info it collects (such as occupation, language, zip code, area code, unique device identifier, location, and the time zone where an Apple product is used) with personal information. "The combined information will be treated as personal information for as long as it remains combined," per the policy.
Apple uses all the info it gathers from users for such purposes as targeting users with product announcements, software updates, and event information; "to develop, deliver, and improve products, services, content, and advertising;" and "for internal purposes, such as auditing, data analysis, and research to improve Apple's products, services, and customer communications."
As with Microsoft's policy, Apple only provides a way to opt out of receiving targeted ads.
Google vs. Yahoo
Yahoo does surrender your information to partners, however: "We provide the information to trusted partners who work on behalf of or with Yahoo under confidentiality agreements. These companies may use your personal information to help Yahoo communicate with you about offers from Yahoo and our marketing partners."
Yahoo lets you set your Yahoo Account Information, including your marketing preferences, to opt out of targeted ads. The level of data Yahoo offers isn't quite as comprehensive as what you'd find on Google's Dashboard, though.