+142.3%
MSTR vs SEDG
-61.9%
+204.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.1% | +0.6% |
| 7D | -14.2% | -11.2% | -3.0% | -12.6% |
| 30D | -19.9% | -15.3% | -4.6% | -17.9% |
| 3M | +27.3% | -19.9% | +47.3% | +30.8% |
| 6M | -37.6% | -36.2% | -1.4% | -35.1% |
| YTD | -19.5% | -7.6% | -11.9% | -22.2% |
| 1Y | -47.1% | -40.3% | -6.8% | -45.8% |
| All | +142.3% | -61.9% | +204.2% | +152.8% |
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