+217.4%
MOH vs SEDG
+73.0%
+144.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.6% | +2.4% |
| 7D | +1.7% | +1.4% | +0.3% | +1.5% |
| 30D | -0.9% | +8.3% | -9.2% | -1.7% |
| 3M | +5.7% | -40.7% | +46.4% | +9.0% |
| 6M | +39.1% | -3.9% | +43.0% | +35.2% |
| YTD | +17.7% | +20.2% | -2.5% | +10.6% |
| 1Y | +8.4% | +17.6% | -9.2% | +0.6% |
| 3Y | -36.6% | -76.6% | +40.0% | -35.9% |
| 5Y | -19.1% | -87.1% | +68.0% | -16.1% |
| 10Y | +262.8% | +105.5% | +157.4% | +132.5% |
| All | +217.4% | +73.0% | +144.5% | +81.6% |
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