+87.3%
MSFU vs SEDG
-91.3%
+178.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.9% | +9.8% | +1.5% |
| 7D | -4.9% | -7.3% | +2.4% | -4.4% |
| 30D | -9.1% | -25.3% | +16.3% | -7.2% |
| 3M | +8.7% | -24.1% | +32.8% | +10.5% |
| 6M | +48.3% | -39.9% | +88.2% | +51.8% |
| YTD | -1.6% | -15.8% | +14.2% | -3.5% |
| 1Y | -13.6% | -42.9% | +29.3% | -12.7% |
| 3Y | +20.2% | -65.9% | +86.1% | +19.9% |
| All | +87.3% | -91.3% | +178.6% | +164.2% |
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