-37.3%
MOS vs SEDG
+29.0%
-66.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.8% |
| 7D | +24.8% | -21.4% | +46.2% | +28.3% |
| 30D | +22.7% | -19.7% | +42.4% | +25.5% |
| 3M | -1.2% | -19.7% | +18.5% | +0.7% |
| 6M | +5.5% | -37.4% | +42.9% | +7.9% |
| YTD | -2.0% | -10.4% | +8.4% | -7.9% |
| 1Y | -7.9% | -43.0% | +35.1% | -7.7% |
| 3Y | -25.0% | -63.6% | +38.7% | -29.5% |
| 5Y | -27.7% | -92.5% | +64.7% | -14.6% |
| 10Y | -1.6% | +86.0% | -87.6% | -34.1% |
| All | -37.3% | +29.0% | -66.3% | -59.3% |
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