+193.4%
MAGS vs SEDG
-87.8%
+281.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.7% | +1.4% |
| 7D | +0.6% | +1.4% | -0.8% | +0.5% |
| 30D | +3.2% | +8.3% | -5.1% | +2.6% |
| 3M | +7.7% | -40.7% | +48.3% | +10.3% |
| 6M | +12.5% | -3.9% | +16.4% | +10.7% |
| YTD | +6.0% | +20.2% | -14.2% | +2.3% |
| 1Y | +14.4% | +17.6% | -3.2% | +9.9% |
| 3Y | +127.5% | -76.6% | +204.1% | +141.8% |
| All | +193.4% | -87.8% | +281.2% | +236.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling