+281.0%
MAS vs SEDG
+70.6%
+210.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.7% |
| 7D | -0.8% | +8.9% | -9.6% | -1.7% |
| 30D | -5.6% | +0.9% | -6.4% | -5.8% |
| 3M | +4.4% | -53.2% | +57.7% | +11.9% |
| 6M | +7.2% | -9.9% | +17.1% | +4.6% |
| YTD | +16.1% | +18.5% | -2.4% | +8.8% |
| 1Y | +0.1% | +0.1% | 0.0% | -5.8% |
| 3Y | +28.3% | -78.9% | +107.2% | +32.8% |
| 5Y | +30.5% | -88.0% | +118.5% | +40.1% |
| 10Y | +139.1% | +97.5% | +41.7% | +79.3% |
| All | +281.0% | +70.6% | +210.5% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling