+119.9%
MS vs SEDG
-92.1%
+212.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.1% |
| 7D | +0.7% | -8.4% | +9.2% | +1.3% |
| 30D | -0.9% | -14.1% | +13.2% | +0.1% |
| 3M | -13.0% | -12.9% | -0.1% | -12.5% |
| 6M | -2.0% | -33.0% | +31.1% | -0.8% |
| YTD | +7.8% | -4.1% | +11.9% | +4.5% |
| 1Y | +17.9% | -30.9% | +48.7% | +17.1% |
| 3Y | +174.8% | -60.7% | +235.5% | +176.2% |
| 5Y | +119.9% | -92.1% | +212.0% | +172.0% |
| All | +119.9% | -92.1% | +212.0% | +172.0% |
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