-39.1%
MOS vs SEDG
+37.2%
-76.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.5% |
| 7D | +21.6% | -8.5% | +30.0% | +22.4% |
| 30D | +12.0% | -17.0% | +29.0% | +14.1% |
| 3M | -3.9% | -15.8% | +11.9% | -2.6% |
| 6M | -3.3% | -32.3% | +28.9% | -2.3% |
| YTD | -4.6% | -4.6% | 0.0% | -11.2% |
| 1Y | -7.0% | -29.2% | +22.3% | -9.8% |
| 3Y | -24.4% | -61.7% | +37.2% | -29.4% |
| 5Y | -32.1% | -92.0% | +59.9% | -20.4% |
| 10Y | +10.3% | +100.8% | -90.5% | -26.8% |
| All | -39.1% | +37.2% | -76.3% | -60.7% |
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