+755.1%
MSI vs SEDG
+70.6%
+684.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | -3.7% | +8.9% | -12.6% | -4.3% |
| 30D | +6.8% | +0.9% | +5.9% | +6.6% |
| 3M | +14.3% | -53.2% | +67.5% | +19.2% |
| 6M | -1.6% | -9.9% | +8.3% | -3.4% |
| YTD | +22.8% | +18.5% | +4.2% | +17.4% |
| 1Y | -1.1% | +0.1% | -1.2% | -5.3% |
| 3Y | +70.5% | -78.9% | +149.4% | +79.3% |
| 5Y | +102.8% | -88.0% | +190.8% | +119.5% |
| 10Y | +597.4% | +97.5% | +500.0% | +429.6% |
| All | +755.1% | +70.6% | +684.5% | +554.3% |
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