+216.6%
MAS vs SEDG
+88.8%
+127.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.6% |
| 7D | +3.6% | -21.4% | +24.9% | +6.3% |
| 30D | +23.8% | -19.7% | +43.5% | +26.5% |
| 3M | +14.4% | -19.7% | +34.1% | +16.5% |
| 6M | +19.7% | -37.4% | +57.1% | +22.1% |
| YTD | +36.0% | -10.4% | +46.3% | +30.3% |
| 1Y | +40.4% | -43.0% | +83.4% | +41.8% |
| 3Y | +58.9% | -63.6% | +122.6% | +52.9% |
| 5Y | +44.5% | -92.5% | +137.0% | +65.4% |
| All | +216.6% | +88.8% | +127.8% | +133.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling