+289.1%
MRSH vs SEDG
+73.0%
+216.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | 0.0% |
| 7D | -4.8% | +1.4% | -6.2% | -4.8% |
| 30D | -6.3% | +8.3% | -14.6% | -6.7% |
| 3M | +5.8% | -40.7% | +46.5% | +7.5% |
| 6M | +2.8% | -3.9% | +6.7% | +1.0% |
| YTD | -3.1% | +20.2% | -23.3% | -6.4% |
| 1Y | -11.3% | +17.6% | -28.9% | -14.9% |
| 3Y | -5.0% | -76.6% | +71.6% | -3.0% |
| 5Y | +19.2% | -87.1% | +106.3% | +24.2% |
| 10Y | +217.4% | +105.5% | +111.9% | +157.5% |
| All | +289.1% | +73.0% | +216.2% | +208.7% |
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