-9.6%
MOS vs SEDG
-87.9%
+78.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +9.5% | +8.9% | +0.7% | +8.7% |
| 30D | +10.4% | +0.9% | +9.5% | +10.2% |
| 3M | +12.9% | -53.2% | +66.1% | +19.8% |
| 6M | +1.2% | -9.9% | +11.1% | -1.4% |
| YTD | +9.3% | +18.5% | -9.2% | +2.1% |
| 1Y | -18.0% | +0.1% | -18.1% | -23.0% |
| 3Y | -29.0% | -78.9% | +49.9% | -22.2% |
| All | -9.6% | -87.9% | +78.3% | +3.4% |
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