+185.6%
MO vs SEDG
+83.3%
+102.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.0% | +1.2% |
| 7D | -1.0% | +8.7% | -9.7% | -1.2% |
| 30D | +5.8% | +10.3% | -4.5% | +5.5% |
| 3M | -4.5% | -32.6% | +28.1% | -4.0% |
| 6M | +5.7% | -3.6% | +9.3% | +4.7% |
| YTD | +23.1% | +27.4% | -4.3% | +20.6% |
| 1Y | +10.9% | +24.9% | -14.0% | +8.3% |
| 3Y | +96.1% | -75.3% | +171.4% | +98.8% |
| 5Y | +100.1% | -86.3% | +186.4% | +104.3% |
| 10Y | +114.0% | +117.7% | -3.8% | +92.1% |
| All | +185.6% | +83.3% | +102.3% | +142.9% |
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