+794.2%
MS vs SEDG
+107.5%
+686.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.4% |
| 7D | +2.5% | +12.1% | -9.7% | +1.2% |
| 30D | 0.0% | +14.7% | -14.7% | -1.7% |
| 3M | +2.4% | -43.0% | +45.5% | +7.2% |
| 6M | +36.4% | +9.0% | +27.4% | +30.6% |
| YTD | +23.8% | +26.3% | -2.5% | +15.8% |
| 1Y | +48.6% | +8.9% | +39.7% | +39.4% |
| 3Y | +179.1% | -75.5% | +254.7% | +193.2% |
| 5Y | +144.8% | -86.7% | +231.5% | +168.3% |
| 10Y | +794.2% | +110.6% | +683.6% | +561.9% |
| All | +794.2% | +107.5% | +686.7% | +561.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling