+174.8%
MS vs SEDG
-61.4%
+236.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.1% |
| 7D | +0.7% | -8.4% | +9.2% | +1.2% |
| 30D | -0.9% | -14.1% | +13.2% | -0.2% |
| 3M | -13.0% | -12.9% | -0.1% | -12.6% |
| 6M | -2.0% | -33.0% | +31.1% | -0.9% |
| YTD | +7.8% | -4.1% | +11.9% | +5.8% |
| 1Y | +17.9% | -30.9% | +48.7% | +17.6% |
| 3Y | +174.8% | -60.7% | +235.5% | +178.1% |
| All | +174.8% | -61.4% | +236.1% | +178.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling