+145.1%
MS vs SEDG
-87.9%
+232.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +1.4% | +8.9% | -7.5% | +0.7% |
| 30D | -0.3% | +0.9% | -1.1% | -0.5% |
| 3M | +0.3% | -53.2% | +53.5% | +5.5% |
| 6M | +31.3% | -9.9% | +41.2% | +29.2% |
| YTD | +24.7% | +18.5% | +6.1% | +19.2% |
| 1Y | +47.9% | +0.1% | +47.8% | +42.1% |
| 3Y | +178.3% | -78.9% | +257.2% | +209.9% |
| All | +145.1% | -87.9% | +232.9% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling