+76.3%
MSFU vs SEDG
-87.7%
+164.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.3% |
| 7D | -5.7% | +8.9% | -14.6% | -6.4% |
| 30D | +4.2% | +0.9% | +3.3% | +3.9% |
| 3M | +27.9% | -53.2% | +81.1% | +34.0% |
| 6M | +37.1% | -9.9% | +47.0% | +34.9% |
| YTD | -7.4% | +18.5% | -25.9% | -11.2% |
| 1Y | -19.6% | +0.1% | -19.7% | -22.6% |
| 3Y | +33.2% | -78.9% | +112.1% | +52.9% |
| All | +76.3% | -87.7% | +164.0% | +143.0% |
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 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