+742.3%
MSTR vs SEDG
+70.6%
+671.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | +12.2% | +8.9% | +3.3% | +10.2% |
| 30D | +45.2% | +0.9% | +44.3% | +44.4% |
| 3M | +10.4% | -53.2% | +63.6% | +26.0% |
| 6M | -2.5% | -9.9% | +7.4% | -6.1% |
| YTD | -6.0% | +18.5% | -24.6% | -15.2% |
| 1Y | -56.4% | +0.1% | -56.5% | -60.0% |
| 3Y | +306.3% | -78.9% | +385.2% | +346.0% |
| 5Y | +100.5% | -88.0% | +188.5% | +150.8% |
| 10Y | +741.1% | +97.5% | +643.6% | +641.6% |
| All | +742.3% | +70.6% | +671.7% | +688.1% |
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