+59.2%
MAS vs SEDG
-63.6%
+122.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -2.0% |
| 7D | +2.4% | -8.5% | +10.8% | +2.9% |
| 30D | +19.8% | -17.0% | +36.9% | +21.5% |
| 3M | +9.8% | -15.8% | +25.6% | +10.9% |
| 6M | +15.8% | -32.3% | +48.0% | +16.4% |
| YTD | +31.8% | -4.6% | +36.5% | +26.5% |
| 1Y | +35.4% | -29.2% | +64.6% | +33.2% |
| 3Y | +59.2% | -61.7% | +120.9% | +54.0% |
| All | +59.2% | -63.6% | +122.8% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling