+622.0%
MS vs SEDG
+38.0%
+584.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.1% |
| 7D | +0.7% | -8.4% | +9.2% | +1.5% |
| 30D | -0.9% | -14.1% | +13.2% | +0.4% |
| 3M | -13.0% | -12.9% | -0.1% | -12.3% |
| 6M | -2.0% | -33.0% | +31.1% | -0.5% |
| YTD | +7.8% | -4.1% | +11.9% | +3.2% |
| 1Y | +17.9% | -30.9% | +48.7% | +16.7% |
| 3Y | +174.8% | -60.7% | +235.5% | +164.5% |
| 5Y | +119.9% | -92.1% | +212.0% | +154.5% |
| 10Y | +578.8% | +97.6% | +481.3% | +360.8% |
| All | +622.0% | +38.0% | +584.1% | +391.3% |
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