+44.1%
MAS vs SEDG
-92.1%
+136.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +3.3% | -8.4% | +11.7% | +4.0% |
| 30D | +25.5% | -14.1% | +39.6% | +27.1% |
| 3M | +11.8% | -12.9% | +24.7% | +12.7% |
| 6M | +21.3% | -33.0% | +54.4% | +22.5% |
| YTD | +37.7% | -4.1% | +41.9% | +31.0% |
| 1Y | +41.0% | -30.9% | +71.9% | +38.8% |
| 3Y | +63.0% | -60.7% | +123.7% | +58.6% |
| 5Y | +44.1% | -92.1% | +136.2% | +74.5% |
| All | +44.1% | -92.1% | +136.2% | +74.5% |
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