+283.2%
MSTR vs SEDG
-75.9%
+359.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -10.9% | -5.3% |
| 7D | +9.3% | +12.1% | -2.8% | +7.4% |
| 30D | +36.5% | +14.7% | +21.8% | +33.4% |
| 3M | +7.3% | -43.0% | +50.4% | +14.4% |
| 6M | +2.2% | +9.0% | -6.8% | -2.9% |
| YTD | -10.2% | +26.3% | -36.4% | -16.5% |
| 1Y | -58.6% | +8.9% | -67.6% | -61.1% |
| 3Y | +283.2% | -75.5% | +358.7% | +324.0% |
| All | +283.2% | -75.9% | +359.1% | +324.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling