+14.9%
MAGS vs SEDG
+3.4%
+11.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | +0.5% | +8.9% | -8.3% | 0.0% |
| 30D | +1.5% | +0.9% | +0.6% | +1.3% |
| 3M | +0.5% | -53.2% | +53.7% | +3.7% |
| 6M | +11.6% | -9.9% | +21.4% | +10.7% |
| YTD | +5.3% | +18.5% | -13.3% | +1.9% |
| 1Y | +14.9% | +0.1% | +14.8% | +13.1% |
| All | +14.9% | +3.4% | +11.5% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling