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Restoring Multiple Differential Backup Files

Tim Radney violates Betteridge’s Law of Headlines:

I was recently asked if you can restore multiple differential backups in preparation for a migration. I responded that yes, technically you can restore multiple differential backups, however it will not speed up your cutover.

As soon as I read the first sentence, the answer in my head was “Yes, but why?” Tim explains the person’s reasoning and then demonstrates that this reasoning doesn’t quite work.