+601.1%
MSI vs SEDG
+106.4%
+494.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +0.9% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -0.8% | +8.3% | -9.1% | -1.4% |
| 3M | +13.9% | -40.7% | +54.6% | +16.9% |
| 6M | +1.3% | -3.9% | +5.3% | -0.9% |
| YTD | +22.3% | +20.2% | +2.1% | +16.8% |
| 1Y | -3.9% | +17.6% | -21.4% | -9.0% |
| 3Y | +69.9% | -76.6% | +146.5% | +78.6% |
| 5Y | +103.8% | -87.1% | +190.9% | +121.7% |
| All | +601.1% | +106.4% | +494.6% | +435.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling