-88.0%
MSTU vs SEDG
+54.9%
-142.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.6% | +9.2% | +5.3% |
| 7D | -16.6% | +1.4% | -18.0% | -17.4% |
| 30D | +69.7% | +8.3% | +61.4% | +64.1% |
| 3M | -7.5% | -40.7% | +33.2% | +5.2% |
| 6M | -43.1% | -3.9% | -39.2% | -46.9% |
| YTD | -63.0% | +20.2% | -83.2% | -67.7% |
| 1Y | -93.8% | +17.6% | -111.4% | -94.5% |
| All | -88.0% | +54.9% | -142.9% | -90.4% |
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