+88.0%
MSFU vs SEDG
-91.4%
+179.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | -2.8% | -13.3% | +10.5% | -1.7% |
| 30D | -5.3% | -21.9% | +16.5% | -3.7% |
| 3M | +7.2% | -25.9% | +33.1% | +9.3% |
| 6M | +51.0% | -44.2% | +95.2% | +55.4% |
| YTD | -1.2% | -17.3% | +16.1% | -3.0% |
| 1Y | -10.3% | -34.5% | +24.2% | -10.3% |
| 3Y | +22.2% | -66.7% | +88.9% | +22.2% |
| All | +88.0% | -91.4% | +179.4% | +165.6% |
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