+71.2%
MSFU vs SEDG
-86.8%
+158.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | 0.0% |
| 7D | -6.9% | +8.7% | -15.7% | -7.6% |
| 30D | -5.1% | +10.3% | -15.5% | -6.0% |
| 3M | +44.6% | -32.6% | +77.3% | +47.3% |
| 6M | +32.8% | -3.6% | +36.4% | +30.1% |
| YTD | -10.1% | +27.4% | -37.4% | -14.3% |
| 1Y | -19.4% | +24.9% | -44.3% | -23.7% |
| 3Y | +26.2% | -75.3% | +101.5% | +41.1% |
| All | +71.2% | -86.8% | +158.0% | +134.5% |
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