+645.5%
MSTR vs SEDG
+118.8%
+526.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.5% | -4.1% |
| 7D | -11.2% | +8.7% | -20.0% | -13.0% |
| 30D | +33.8% | +10.3% | +23.5% | +30.3% |
| 3M | +11.5% | -32.6% | +44.1% | +18.1% |
| 6M | -7.2% | -3.6% | -3.6% | -12.3% |
| YTD | -15.4% | +27.4% | -42.8% | -25.6% |
| 1Y | -60.6% | +24.9% | -85.5% | -65.9% |
| 3Y | +260.8% | -75.3% | +336.2% | +289.1% |
| 5Y | +108.8% | -86.3% | +195.2% | +163.8% |
| All | +645.5% | +118.8% | +526.7% | +633.9% |
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