+41.0%
MAS vs SEDG
-92.0%
+133.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -2.5% |
| 7D | +2.0% | -8.5% | +10.4% | +2.7% |
| 30D | +19.4% | -17.0% | +36.4% | +21.4% |
| 3M | +9.4% | -15.8% | +25.2% | +10.7% |
| 6M | +15.3% | -32.3% | +47.6% | +16.2% |
| YTD | +31.3% | -4.6% | +36.0% | +24.9% |
| 1Y | +34.9% | -29.2% | +64.1% | +32.4% |
| 3Y | +58.6% | -61.7% | +120.3% | +54.9% |
| All | +41.0% | -92.0% | +133.0% | +71.3% |
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