+197.3%
MKSI vs SEDG
-77.1%
+274.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +3.2% |
| 7D | +2.7% | +1.4% | +1.3% | +2.3% |
| 30D | -12.8% | +8.3% | -21.1% | -14.5% |
| 3M | -22.5% | -40.7% | +18.1% | -15.7% |
| 6M | +19.4% | -3.9% | +23.3% | +16.2% |
| YTD | +67.7% | +20.2% | +47.5% | +54.9% |
| 1Y | +131.4% | +17.6% | +113.8% | +111.1% |
| 3Y | +197.3% | -76.6% | +273.9% | +232.5% |
| All | +197.3% | -77.1% | +274.4% | +232.5% |
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 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