+211.6%
MAS vs SEDG
+84.0%
+127.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.9% | +8.4% | +0.5% |
| 7D | +1.2% | -7.3% | +8.5% | +1.9% |
| 30D | +21.6% | -25.3% | +46.9% | +25.2% |
| 3M | +14.1% | -24.1% | +38.3% | +16.9% |
| 6M | +22.6% | -39.9% | +62.5% | +25.5% |
| YTD | +35.4% | -15.8% | +51.2% | +30.7% |
| 1Y | +37.5% | -42.9% | +80.3% | +38.7% |
| 3Y | +58.3% | -65.9% | +124.2% | +53.3% |
| 5Y | +39.1% | -93.3% | +132.4% | +61.4% |
| All | +211.6% | +84.0% | +127.6% | +134.1% |
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 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